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The Distribution of Random Evolution in Erlang Semi-Marov Media

Probability 2012-04-02 v1

Abstract

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.

Keywords

Cite

@article{arxiv.1203.6660,
  title  = {The Distribution of Random Evolution in Erlang Semi-Marov Media},
  author = {A. Pogorui},
  journal= {arXiv preprint arXiv:1203.6660},
  year   = {2012}
}

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11 pages