Random flights governed by Klein-Gordon-type partial differential equations
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Publication:402404
DOI10.1016/J.SPA.2014.02.004zbMATH Open1350.60045arXiv1311.0128OpenAlexW2964051953MaRDI QIDQ402404FDOQ402404
Authors: Roberto Garra, Enzo Orsingher 
Publication date: 28 August 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Abstract: In this paper we study random flights in R^d with displacements possessing Dirichlet distributions of two different types and uniformly oriented. The randomization of the number of displacements has the form of a generalized Poisson process whose parameters depend on the dimension d. We prove that the distributions of the point X(t) and Y(t), t geq 0, performing the random flights (with the first and second form of Dirichlet intertimes) are related to Klein-Gordon-type partial differential equations. Our analysis is based on McBride theory of integer powers of hyper-Bessel operators. A special attention is devoted to the three-dimensional case where we are able to obtain the explicit form of the equations governing the law of X(t) and Y(t). In particular we show that that the distribution of Y(t) satisfies a telegraph-type equation with time-varying coefficients.
Full work available at URL: https://arxiv.org/abs/1311.0128
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