Multidimensional random motion with uniformly distributed changes of direction and erlang steps

Pogoruі, А. А. and Rodríguez-Dagnіno, Ramón М. (2011) Multidimensional random motion with uniformly distributed changes of direction and erlang steps. Ukrainian Mathematical Journal (63(4)). pp. 665-671. ISSN 0041-5995

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Official URL: http://link.springer.com/article/10.1007/s11253-011-0533-9?no-access=true

Abstract

We study transport processes in ℝ n, n ≥ 1; that have nonexponentially distributed sojourn times or non-Markovian step durations. We use the idea that the probabilistic properties of a random vector are completely determined by those of its projection to a fixed line, and, using this idea, we avoid many difficulties appearing in the analysis of these problems in higher dimensions. As a particular case, we find the probability density function in three dimensions for 2-Erlang-distributed sojourn times.

Item Type: Article
Subjects: Q Science > QA Mathematics > Mathematical Analysis
Divisions: Faculty of Physics and Mathematics > Department of Mathematical Analysis
Depositing User: Ірина Ігорівна Таргонська
Date Deposited: 21 Oct 2014 06:57
Last Modified: 07 Mar 2016 01:02
URI: http://eprints.zu.edu.ua/id/eprint/13240

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