The Distribution of Random Evolution in Erlang Semi-Marov Media

Details The Distribution of Random Evolution in Erlang Semi-Marov Media The Distribution of Random Evolution in Erlang Semi-Marov Media

2012-03-29

arxiv.org/abs/1203.6660v1

Theory of Stochastic Processes Vol.17 (33), no.1, 2011, pp. 90-99

Mathematics

Probability

11 pages

Scientific paper

In this paper we study a one-dimensional random motion by having a general
Erlang distribution for the sojourn times of the switching process and we
obtain solution of the four order hyperbolic PDE for 2-Erlang case.

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