Exact solutions for isotropic random flights in odd dimensions

DOI10.1063/1.4750223MaRDI QIDQ2872325zbMATH OpenOpenAlexFDO

Authors Ricardo García-Pelayo

Publication date 14 January 2014

Published in Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1063/1.4750223

zbMATH Keywords

Bessel functionsFluctuation phenomenaRandom processesRandom processes noiseSpecial functions

Mathematics Subject Classification ID

Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10) Convolution as an integral transform (44A35) Sums of independent random variables; random walks (60G50) Exactly solvable models; Bethe ansatz (82B23) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)

Review text

The Pearson random walk was studied very well and generalized to any integer as well as non-integer dimensions. In the dimension three, this is known as the Rayleigh's random flight. In the reviewed paper, a method of solving the isotropic random flight in arbitrary dimension was presented. Namely, in odd dimensions, it was shown that the probability density can be written by a piecewise polynomial function. The method is based on the fact that the projection of an isotropic function has an inverse and the convolution commutes with the projection and the inverse projection. Up to the dimension five, the explicit formulas for the probability density were derived.

Recommendations

• Random flights through spaces of different dimensions
• A closed form for the density functions of random walks in odd dimensions
• Some results on random flights
• Random flights in higher spaces
• On random flights with non-uniformly distributed directions

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Cited in

(12)

• On the problem of random flights
• Two-step Dirichlet random walks
• Global maximizers for adjoint Fourier restriction inequalities on low dimensional spheres
• Short hyperuniform random walks
• A closed form for the density functions of random walks in odd dimensions
• Exact results on Poisson noise, Poisson flights, and Poisson fluctuations
• scientific article; zbMATH DE number 7301893 (Why is no real title available?)
• A family of random walks with generalized Dirichlet steps
• Random flights through spaces of different dimensions
• Densities of short uniform random walks in higher dimensions
• On the problem of random flights in odd dimensions
• Representing the Stirling polynomials \(\sigma_n(x)\) in dependence of \(n\) and an application to polynomial zero identities

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