Multidimensional Random Motion with Uniformly Distributed Changes of Direction and Erlang Steps

Pogoruі, А. А. and Rodríguez-Dagnіno, Ramón М. (2010) Multidimensional Random Motion with Uniformly Distributed Changes of Direction and Erlang Steps. Electrical and Computer Engineering. pp. 1-8.

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Abstract

In this paper we study transport processes in Rn; n ¸ 1, having non-exponential 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 on a ¯xed line, and using this idea we avoid many of the di±culties appearing in the analysis of these problems in higher dimensions. As a particular case, we ¯nd 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:	24 Oct 2014 07:04
Last Modified:	07 Mar 2016 01:02
URI:	http://eprints.zu.edu.ua/id/eprint/13312

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