Pogoruі, А. А. and RodríguezDagnіno, Ramón М.
(2011)
Multidimensional random motion with uniformly distributed changes of direction and erlang steps.
Ukrainian Mathematical Journal (63(4)).
pp. 665671.
ISSN 00415995
Abstract
We study transport processes in ℝ n, n ≥ 1; that have nonexponentially distributed sojourn times or nonMarkovian 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 2Erlangdistributed sojourn times.
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