Pogoruі, А. А. and Rodríguez-Dagnіno, Ramón М.
(2006)
Limiting distribution of random motion
in a n-dimensional parallelepiped.
Random Oper. and Stoch. Equ, 14 (4).
pp. 385-392.
Abstract
In this paper we study a continuous time random walk in a n-dimensional parallelepiped
with pairs of boundaries [ai; bi]. In a pair of boundaries the particle can move in any of two directions
with di®erent velocities v(1)
i and v(2)
i . We consider a special type of boundary which can trap the
particle for a random time, and we found the limiting distribution of this random motion for the
position of the particle. Our formulation allows us to ¯nd the limiting distribution for a broad class of
alternating semi-Markov processes.
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