samplePath: Generate a sample path of the Telegraph photon process

In shill1729/telegrapher: Study the telegrapher PDE and process numerically

Description

A basic Euler-scheme to generate a sample path of a Telegraph process, or also known as the Goldstein-Kac process. It travels at a constant absolute velocity changing directions randomly, according to a Poisson process.

Usage

samplePath(tt, x0, sp, n, startSign = NULL)

Arguments

tt	length of time to run a sample-path for
x0	the initial position of the particle
sp	the speed of light/velocity of the particle
n	the number of time sub-intervals to use
startSign	the starting direction to use +/- 1, can be NULL for random

Value

data.frame containing the time step, the Poisson process, the random sign changing process, Kac's "random time" and finally the telegrapher process proper.

shill1729/telegrapher documentation built on Dec. 23, 2021, 1:23 a.m.