Stochastic velocity motions and processes with random time
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Publication:3074493
DOI10.1239/AAP/1293113150zbMATH Open1218.60085arXiv0912.5151OpenAlexW2122462801MaRDI QIDQ3074493FDOQ3074493
Authors: Alessandro De Gregorio 
Publication date: 9 February 2011
Published in: Advances in Applied Probability (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/0912.5151
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Struve functiongamma processLaplace distributionBessel processrandom flighttelegraph processiterated Brownian motionrandom time
Gaussian processes (60G15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) General theory of stochastic processes (60G07)
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Cited In (20)
- Random motions with space-varying velocities
- Stochastic acceleration in a random time-dependent potential
- Reflection principle for finite-velocity random motions
- On some finite-velocity random motions driven by the geometric counting process
- Discussion of ‘Post selection shrinkage estimation for high‐dimensional data analysis’
- Particles with constant speed and random velocity in 3+1 space-time: separation of the space variables
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- 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
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- Random motion with uniformly distributed directions and random velocity
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- Piecewise deterministic processes following two alternating patterns
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- Moving randomly amid scattered obstacles
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