Cyclic random motions with orthogonal directions

zbMATH Open1457.60022MaRDI QIDQ5124155FDOQ5124155

Authors Roberto Garra, Enzo Orsingher, Alexander I. Zejfman 

Publication date 17 September 2020

Full work available at URL https://arxiv.org/abs/1912.12625

zbMATH Keywords

Bessel functionsrandom flightsKlein-Gordon equationscyclic random motions

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Abstract: A cyclic random motion at finite velocity with orthogonal directions is considered in the plane and in $mathbb{R}^3$. We obtain in both cases the explicit conditional distributions of the position of the moving particle when the number of switches of directions is fixed. The explicit unconditional distributions are also obtained and are expressed in terms of Bessel functions. The governing equations are derived and given as products of D'Alembert operators. The limiting form of the equations is provided in the Euclidean space $mathbb{R}^d$ and takes the form of a heat equation with infinitesimal variance $1/d$.

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Cited In (14)

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