Poisson Random Walk for Solving Wave Equations
See Kit Foong, U. van Kolck · Progress of Theoretical Physics · 1992
We reconsider the connection between random walks of Poisson type and wave equations, following M. Kac's approach which was based on the work by S. Goldstein. A scheme for calculating the distribution of the displacement from the origin at an arbitrary time for the random walk with a time dependent intensity is given, and it is applied to three cases. A simple example showing the use of the distribution is given.