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• W2963288203 abstract "Consider two independent Goldstein-Kac telegraph processes X 1 ( t ) and X 2 ( t ) on the real line ℝ. The processes X k ( t ), k = 1, 2, describe stochastic motions at finite constant velocities c 1 > 0 and c 2 > 0 that start at the initial time instant t = 0 from the origin of ℝ and are controlled by two independent homogeneous Poisson processes of rates λ 1 > 0 and λ 2 > 0, respectively. We obtain a closed-form expression for the probability distribution function of the Euclidean distance ρ( t ) = | X 1 ( t ) - X 2 ( t )|, t > 0, between these processes at an arbitrary time instant t > 0. Some numerical results are also presented." @default.
• W2963288203 created "2019-07-30" @default.
• W2963288203 creator A5074703523 @default.
• W2963288203 date "2014-12-01" @default.
• W2963288203 modified "2023-09-27" @default.
• W2963288203 title "Probability Distribution Function for the Euclidean Distance Between Two Telegraph Processes" @default.
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• W2963288203 doi "https://doi.org/10.1239/aap/1418396248" @default.
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