Stochastic velocity motions and processes with random time
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Publication:3074493
DOI10.1239/aap/1293113150zbMath1218.60085arXiv0912.5151OpenAlexW2122462801MaRDI QIDQ3074493
Publication date: 9 February 2011
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0912.5151
Struve functionBessel processtelegraph processgamma processLaplace distributionrandom flightiterated Brownian motionrandom time
Gaussian processes (60G15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) General theory of stochastic processes (60G07)
Related Items (7)
Reflection principle for finite-velocity random motions ⋮ On random flights with non-uniformly distributed directions ⋮ Random motion with uniformly distributed directions and random velocity ⋮ A Generalized Telegraph Process with Velocity Driven by Random Trials ⋮ Telegraph random evolutions on a circle ⋮ Large deviation principles for telegraph processes ⋮ Piecewise deterministic processes following two alternating patterns
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