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Diffusion limit of the telegraph process
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Mathematics
Area of mathematics
Probability and statistics
Probability theory
Stochastic process
Telegraph process
2026-09-28
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If
speed
s
and reversal rate
λ
tend to
infinity
with
s
2
/
(
2
λ
)
=
D
fixed, the integrated
telegraph
velocity
converges to
Brownian motion
with diffusivity
D
.
Ancestors
(7)
Telegraph process
Stochastic process
Probability theory
Probability and statistics
Area of mathematics
Mathematics
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Past exam of the mathematics course of the University of Cambridge
/
2023
/
iii
/
Paper 356
/
1
/
e
/
Solution
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