Analysis of a Finite-Velocity Planar Random Motion with Reflection

DOI10.1137/S0040585X97978774MaRDI QIDQ4328530zbMATH OpenFDO

Authors Alexander D. Kolesnik, Enzo Orsingher

Publication date 25 April 2002

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0040585X97978774

zbMATH Keywords

Bessel functionsfinite velocityhyperbolic equationsKolmogorov equationsplanar random motionPoisson processreflectiontelegraph equations

Mathematics Subject Classification ID

Hyperbolic equations on manifolds (58J45) Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Recommendations

• Planar random motions with drift
• Exact Joint Distribution In a Model of Planar Random Motion
• An alternating motion with stops and the related planar, cyclic motion with four directions
• Moving randomly amid scattered obstacles
• Motions with finite velocity analyzed with order statistics and differential equations

Cited in

(27)

• Planar random motions with drift
• On some finite-velocity random motions driven by the geometric counting process
• On diffusion at finite speed in a plane
• Stationary Distribution of Random Motion with Delay in Reflecting Boundaries
• Stochastic velocity motions and processes with random time
• Planar piecewise linear random motions with jumps
• Moving randomly amid scattered obstacles
• RECTILINEAR AND BROWNIAN MOTION FROM A RANDOM POINT IN A CONVEX REGION
• An alternating motion with stops and the related planar, cyclic motion with four directions
• scientific article; zbMATH DE number 1515778 (Why is no real title available?)
• Exact transient analysis of a planar random motion with three directions
• Discussion of ‘Post selection shrinkage estimation for high‐dimensional data analysis’
• Bose-Einstein-type statistics, order statistics and planar random motions with three directions
• scientific article; zbMATH DE number 2170585 (Why is no real title available?)
• Exact Joint Distribution In a Model of Planar Random Motion
• Orthogonal run-and-tumble walks
• Cyclic random motions in $\mathbb{R}^d$-space withndirections
• A Note on Planar Random Motion at Finite Speed
• A four-dimensional random motion at finite speed
• A planar random motion with an infinite number of directions controlled by the damped wave equation
• Random flights related to the Euler-Poisson-Darboux equation
• Weak convergence of a planar random evolution to the Wiener process
• Stochastic dynamics of generalized planar random motions with orthogonal directions
• Reflection principle for finite-velocity random motions
• A cyclic random motion in \(\mathbb{R}^3\) driven by geometric counting processes
• On a planar random motion with asymptotically correlated components
• Planar random motions in a vortex

This page was built for publication: Analysis of a Finite-Velocity Planar Random Motion with Reflection

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4328530)