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Some applications of persistent random walks and the telegrapher's equation

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  • Weiss, George H

Abstract

A persistent random walk can be regarded as a multidimensional Markov process. The bias-free telegraphers equation is∂2p∂t2+1T∂p∂t=v2∇2p.It can be regarded as interpolating between the wave equation (T→∞) and the diffusion equation (T→0). Previously, it has found application in thermodynamics (cf. the review in Rev. Mod. Phys. 61 (1989) 41; 62 (1990) 375). More recent applications are reviewed in the present article.

Suggested Citation

  • Weiss, George H, 2002. "Some applications of persistent random walks and the telegrapher's equation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 311(3), pages 381-410.
    • Handle: RePEc:eee:phsmap:v:311:y:2002:i:3:p:381-410
    DOI: 10.1016/S0378-4371(02)00805-1
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    Cited by:

    1. Bogachev, Leonid & Ratanov, Nikita, 2011. "Occupation time distributions for the telegraph process," Stochastic Processes and their Applications, Elsevier, vol. 121(8), pages 1816-1844, August.
    2. Nikita Ratanov, 2004. "Branching random motions, nonlinear hyperbolic systems and traveling waves," Borradores de Investigación 4331, Universidad del Rosario.
    3. Van der Straeten, Erik & Naudts, Jan, 2008. "The 3-dimensional random walk with applications to overstretched DNA and the protein titin," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(27), pages 6790-6800.
    4. Awad, Emad, 2019. "On the time-fractional Cattaneo equation of distributed order," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 518(C), pages 210-233.
    5. Vallois, Pierre & Tapiero, Charles S., 2007. "Memory-based persistence in a counting random walk process," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 386(1), pages 303-317.
    6. Nikita Ratanov & Mikhail Turov, 2023. "On Local Time for Telegraph Processes," Mathematics, MDPI, vol. 11(4), pages 1-12, February.
    7. Kolesnik, Alexander D., 2018. "Slow diffusion by Markov random flights," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 499(C), pages 186-197.
    8. García-Pelayo, Ricardo, 2023. "New techniques to solve the 1-dimensional random flight," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 623(C).
    9. Jonathan R. Potts, 2019. "Directionally Correlated Movement Can Drive Qualitative Changes in Emergent Population Distribution Patterns," Mathematics, MDPI, vol. 7(7), pages 1-11, July.
    10. Vallois, Pierre & Tapiero, Charles S., 2009. "A claims persistence process and insurance," Insurance: Mathematics and Economics, Elsevier, vol. 44(3), pages 367-373, June.
    11. Maes, Christian & Meerts, Kasper & Struyve, Ward, 2022. "Diffraction and interference with run-and-tumble particles," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 598(C).
    12. Filliger, Roger & Hongler, Max-Olivier, 2004. "Supersymmetry in random two-velocity processes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 332(C), pages 141-150.
    13. Nikita Ratanov, 2022. "Kac-Ornstein-Uhlenbeck Processes: Stationary Distributions and Exponential Functionals," Methodology and Computing in Applied Probability, Springer, vol. 24(4), pages 2703-2721, December.
    14. Cvetićanin, Stevan M. & Zorica, Dušan & Rapaić, Milan R., 2021. "Non-local telegrapher’s equation as a transmission line model," Applied Mathematics and Computation, Elsevier, vol. 390(C).
    15. Enzo Orsingher & Manfred Marvin Marchione, 2025. "Planar Random Motions in a Vortex," Journal of Theoretical Probability, Springer, vol. 38(1), pages 1-42, March.
    16. Peggy Cénac & Arnaud Ny & Basile Loynes & Yoann Offret, 2018. "Persistent Random Walks. I. Recurrence Versus Transience," Journal of Theoretical Probability, Springer, vol. 31(1), pages 232-243, March.
    17. García-Pelayo, Ricardo, 2007. "Solution of the persistent, biased random walk," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 384(2), pages 143-149.

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