A Note on Planar Random Motion at Finite Speed

DOI10.1239/JAP/1189717549MaRDI QIDQ5440653zbMATH OpenOpenAlexFDO

Authors Alexander D. Kolesnik

Publication date 5 February 2008

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1239/jap/1189717549

zbMATH Keywords

explicit probability lawHuygens principlerandom evolutionwave diffusionwave propagation

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Special processes (60K99) Order statistics; empirical distribution functions (62G30)

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Cites work

• A planar random motion with an infinite number of directions controlled by the damped wave equation
• Exact probability distributions for noncorrelated random walk models
• scientific article; zbMATH DE number 3114615 (Why is no real title available?)
• scientific article; zbMATH DE number 3162185 (Why is no real title available?)
• scientific article; zbMATH DE number 4147048 (Why is no real title available?)

Cited in

(10)

• Probability law for the Euclidean distance between two planar random flights
• On the long-term simulation of stochastic differential equations for predicting effective dispersion coefficients
• Slow diffusion by Markov random flights
• On the velocity of planar trajectories
• On diffusion at finite speed in a plane
• scientific article; zbMATH DE number 3921651 (Why is no real title available?)
• Piecewise deterministic processes following two alternating patterns
• Isotropic random motion at finite speed with \(K\)-Erlang distributed direction alternations
• Fading random evolution on a complex plane
• Random motions at finite speed in higher dimensions

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