Pogoruі, А. А. and RodríguezDagnіno, Ramón М.
(2013)
Random motion with gamma steps in higher dimensions.
Statistics and Probability Letters (83).
pp. 16381643.
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 renewaltype equation for the
characteristic function and we solve the renewal equation in an iterative manner.
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