Pogoruі, А. А. and Rodríguez-Dagnіno, Ramón М.
(2013)
Random motion with gamma steps in higher dimensions.
Statistics and Probability Letters (83).
pp. 1638-1643.
Abstract
We consider isotropic random motion where the direction alternations occur according
to the renewal epochs of a Gamma distribution with shape parameter (n − 2)/2, n =
4, 5, 6, . . . , in higher dimensions. We formulate a general renewal-type equation for the
characteristic function and we solve the renewal equation in an iterative manner.
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