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Probability Distribution Function for the Euclidean Distance Between Two Telegraph Processes
Consider two independent Goldstein-Kac telegraph processes X 1 ( t ) and X 2 ( t ) on the real line ℝ. The processes X k ( t ), k = 1, 2, describe stochastic motions at finite constant velocities c 1 > 0 and c 2 > 0 that …