The probability distribution associated with the dichotomic Markov process

We have calculated the probability distribution function for the dichotomic Markov process using the work of Pomraning [Linear kinetic theory and particle transport in stochastic mixtures. Singapore: World Scientific; 1991] and have studied the rate of convergence to this exact form as the number of terms in a series approximation is increased. Each term in the series involves an additional stochastic moment in the hierarchy of moments. It is observed that convergence is fast near the source but, as the distance from the source increases, more and more moments are required to obtain a specified accuracy.