Journal of Applied Mathematics and Stochastic Analysis 
Volume 14 (2001), Issue 1, Pages 11-25
doi:10.1155/S104895330100003X

Probabilistic analysis of the telegrapher's process with drift by means of relativistic transformations

L. Beghin, L. Nieddu, and E. Orsingher

 University of Rome “La Sapienza”, Dipartimento di Statistica, Probabilità e Statistiche Applicate, Rome, Italy
Received 1 December 1999; Revised 1 June 2000

Abstract

The telegrapher's process with drift is here examined and its distribution is obtained by applying the Lorentz transformation. The related characteristic function as well as the distribution are also derived by solving an initial value problem for the generalized telegraph equation.