Journal of Applied Mathematics and Stochastic Analysis
Volume 11 (1998), Issue 1, Pages 9-28
doi:10.1155/S1048953398000021
Abstract
In the paper we analyze singularly perturbed telegraph systems applying
the newly developed compressed asymptotic method and show that the
diffusion equation is an asymptotic limit of singularly perturbed telegraph
system of equations. The results are applied to the random walk theory
for which the relationship between correlated and uncorrelated random
walks is explained in asymptotic terms.