The distribution of random motion at non-constant velocity in semi-Markov media

Pogoruі, А. А. and Rodríguez-Dagnino, Ramón M. (2015) The distribution of random motion at non-constant velocity in semi-Markov media. Random Oper. Stoch. Equ., 1 (1). pp. 1-13.

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Abstract

This paper deals with random motion at non-constant speed with uniformly distributed directions where the direction alternations occur accord- ing to renewal epochs of general distribution. We derive the renewal equation for the characteristic function of the transition density of the multidimensional motion. By using the renewal equation, we study the behavior of the transi- tion density near the sphere of its singularity for two- and four-dimensional cases and variable velocity and the three-dimensional case for constant veloc- ity. As examples, we have derived the distribution for one-, two- and three- dimensional random motion

Item Type:	Article
Uncontrolled Keywords:	Random motion; characteristic function; renewal equation; multi- dimensional; Fourier transform; Laplace transform; random walk
Subjects:	Q Science > QA Mathematics > Mathematical Analysis
Divisions:	Faculty of Physics and Mathematics > Department of Mathematical Analysis
Depositing User:	Ірина Ігорівна Таргонська
Date Deposited:	05 Feb 2018 23:42
Last Modified:	05 Feb 2018 23:42
URI:	http://eprints.zu.edu.ua/id/eprint/26356

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