The explicit probability distribution of the sum of two telegraph processes
The explicit probability distribution of the sum of two telegraph processes
We consider two independent GoldsteināKac telegraph processes X 1 (t) and X 2 (t) on the real line ā, both developing with constant speed c > 0, that, at the initial time instant t = 0, simultaneously start from the origin 0 ā ā and whose evolutions are controlled by ā¦