Journal of Applied Mathematics and Stochastic Analysis
Volume 14 (2001), Issue 1, Pages 11-25

Probabilistic analysis of the telegrapher's process with drift by means of relativistic transformations

L. Beghin, L. Nieddu, and E. Orsingher

University of Rome “La Sapienza”, Dipartimento di Statistica, Probabilità e Statistiche Applicate, Rome, Italy

Received 1 December 1999; Revised 1 June 2000

Copyright © 2001 L. Beghin et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


The telegrapher's process with drift is here examined and its distribution is obtained by applying the Lorentz transformation. The related characteristic function as well as the distribution are also derived by solving an initial value problem for the generalized telegraph equation.