Stochastic velocity motions and processes with random time
From MaRDI portal
Publication:3074493
Abstract: The aim of this paper is to analyze a class of random motions which models the motion of a particle on the real line with random velocity and subject to the action of the friction. The speed randomly changes when a Poissonian event occurs. We study the characteristic and the moment generating function of the position reached by the particle at time . We are able to derive the explicit probability distributions in few cases for which discuss the connections with the random flights. The moments are also widely analyzed. For the random motions having an explicit density law, further interesting probabilistic interpretations emerge if we deal with them varying up a random time. Essentially, we consider two different type of random times, namely Bessel and Gamma times, which contain, as particular cases, some important probability distributions (e.g. Gaussian, Exponential). In particular, for the random processes built by means of these compositions, we derive the probability distributions fixed the number of Poisson events. Some remarks on the possible extensions to the random motions in higher spaces are proposed. We focus our attention on the persistent planar random motion.
Recommendations
- Random motions with space-varying velocities
- Discussion of ‘Post selection shrinkage estimation for high‐dimensional data analysis’
- Moving randomly amid scattered obstacles
- Analysis of a Finite-Velocity Planar Random Motion with Reflection
- Fractional Poisson processes and related planar random motions
Cites work
- scientific article; zbMATH DE number 3824228 (Why is no real title available?)
- scientific article; zbMATH DE number 503430 (Why is no real title available?)
- A four-dimensional random motion at finite speed
- A jump telegraph model for option pricing
- A link between wave governed random motions and ruin processes
- A planar random motion with an infinite number of directions controlled by the damped wave equation
- Brownian motion in a Brownian crack
- Brownian-time processes: The PDE connection II and the corresponding Feynman-Kac formula
- Estimation for the discretely observed telegraph process
- Exact probability distributions for noncorrelated random walk models
- Fractional Poisson processes and related planar random motions
- Fractional diffusion equations and processes with randomly varying time
- Generalized integrated telegraph processes and the distribution of related stopping times
- Hyperbolic models for chemotaxis in 1-D
- Iterated Brownian motion in an open set.
- Iterated Brownian motion in bounded domains in \(\mathbb {R}^n\)
- Jump telegraph processes and financial markets with memory
- On prices' evolutions based on geometric telegrapher's process
- On random motions with velocities alternating at Erlang-distributed random times
- Parametric estimation for the standard and geometric telegraph process observed at discrete times
- Probability law, flow function, maximum distribution of wave-governed random motions and their connections with Kirchhoff's laws
- Random flights in higher spaces
- Relaxation et existence pour le problème des matériaux à blocage
- Some applications of persistent random walks and the telegrapher's equation
- Some results on random flights
- Telegraph processes with random velocities
- The uniform modulus of continuity of iterated Brownian motion
Cited in
(20)- Random motions with space-varying velocities
- Stochastic acceleration in a random time-dependent potential
- On some finite-velocity random motions driven by the geometric counting process
- Discussion of ‘Post selection shrinkage estimation for high‐dimensional data analysis’
- Reflection principle for finite-velocity random motions
- A generalized telegraph process with velocity driven by random trials
- Particles with constant speed and random velocity in 3+1 space-time: separation of the space variables
- On random flights with non-uniformly distributed directions
- Large deviation principles for telegraph processes
- Probability distributions for the run-and-tumble models with variable speed and tumbling rate
- Random motion with uniformly distributed directions and random velocity
- scientific article; zbMATH DE number 90937 (Why is no real title available?)
- Telegraph random evolutions on a circle
- On random motions with velocities alternating at Erlang-distributed random times
- Random motions at finite speed in higher dimensions
- Planar piecewise linear random motions with jumps
- scientific article; zbMATH DE number 1959617 (Why is no real title available?)
- Piecewise deterministic processes following two alternating patterns
- scientific article; zbMATH DE number 4113687 (Why is no real title available?)
- Moving randomly amid scattered obstacles
This page was built for publication: Stochastic velocity motions and processes with random time
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3074493)
