Random motion with gamma steps in higher dimensions

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.

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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.

Item Type: Article
Subjects: Q Science > QA Mathematics > Mathematical Analysis
Divisions: Faculty of Physics and Mathematics > Department of Mathematical Analysis, Business Analysis and Statistics
Depositing User: Ірина Ігорівна Таргонська
Date Deposited: 23 Oct 2014 09:28
Last Modified: 15 Aug 2015 09:14
URI: http://eprints.zu.edu.ua/id/eprint/13297

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