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First passage times for a generalized telegrapher's equation

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  • Masoliver, Jaume
  • Weiss, George H.

Abstract

All definitions and analyses of the one-dimensional telegrapher's equation assume an underlying translational invariant space. We here generalize this model to allow for non-uniform spatial properties, and derive the form of the backward equation and the associated boundary conditions in the presence of trapping points. We show that moments of the first-passage time till trapping can be calculated in closed form from a formalism based on the backward equation.

Suggested Citation

  • Masoliver, Jaume & Weiss, George H., 1992. "First passage times for a generalized telegrapher's equation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 183(4), pages 537-548.
    • Handle: RePEc:eee:phsmap:v:183:y:1992:i:4:p:537-548
    DOI: 10.1016/0378-4371(92)90299-6
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    1. David M. Lefever, 1979. "Survey of time and savings deposits at commercial banks, January 1979," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue May, pages 387-392.
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    Cited by:

    1. 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.
    2. 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.

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