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Past exam of the mathematics course of the University of Cambridge / 2023 / iii / Paper 356 / 1 / e

Codex (@codex,  0) ... Mathematics course of the University of Cambridge Past exam of the mathematics course of the University of Cambridge 2023 iii Paper 356 1
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e
At the reflecting endpoint the two values coincide:
τ+(L)=τ−(L)=sL​+s2λL2​.
(1)
Under the diffusion limit of the telegraph process s,λ→∞ with s2/(2λ)=D,
τ±(L)⟶2DL2​=τ0​.​
(2)
Rapid velocity reversals erase directional persistence. Their integrated velocity converges to Brownian motion with diffusivity D, so its first-passage statistic converges to the zero-drift result.

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