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The high-order autocovariance structure of the telegraph wave

Published online by Cambridge University Press:  14 July 2016

Eric Renshaw
Eric Renshaw*
Affiliation:
University of Edinburgh
*
∗ Postal address: Department of Statistics, University of Edinburgh, King's Buildings, Mayfield Road, Edinburgh EH9 3JZ, UK.
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Abstract

Exact expressions are developed for the nth order autocovariance structure of the telegraph wave, the integral of which defines a biased correlated random walk.

Keywords

CORRELATED RANDOM WALKWAVE SCATTERINGFRACTAL

Information

Type
Research Papers
Information
Journal of Applied Probability , Volume 25 , Issue 4 , December 1988, pp. 744 - 751
Copyright
Copyright © Applied Probability Trust 1988 

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References

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