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.
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.
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