Isotropic Random Motion at Finite Speed with K-Erlang Distributed Direction Alternations

Pogoruі, А. А. and Rodríguez-Dagnіno, Ramón М. (2011) Isotropic Random Motion at Finite Speed with K-Erlang Distributed Direction Alternations. Springer Science+Business Media.

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We study uniformly distributed direction ofmotion at finite speed where the direction alternations occur according to the renewal epochs of a K-Erlang pdf. At first sight, our generalizations of previous Markovian results appears to be a small step, however, it must be seen as an important non-Markovian case where we have found closed-form expressions for the pdf and the conditional characteristic function of this semi-Markov transport process. We present detailed calculations of a three-dimensional example for the 2-Erlang case, which is important not only from physical applications point of view but also to understand more general models. For instance, in principle the example of the 2-Erlang case can be extended to a K-Erlang case (K = 3, 4, . . .) but some of the mathematical expressions may be cumbersome.

Item Type: Article
Uncontrolled Keywords: Random evolutions · Semi-Markov processes · Erlang distributions
Subjects: Q Science > QA Mathematics > Mathematical Analysis
Divisions: Faculty of Physics and Mathematics > Department of Mathematical Analysis
Depositing User: Ірина Ігорівна Таргонська
Date Deposited: 27 Oct 2014 08:04
Last Modified: 15 Aug 2015 09:22

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