Flying randomly in R^d with Dirichlet displacements

DOI10.1016/J.SPA.2011.10.009zbMATH Open1244.60090arXiv1107.5913OpenAlexW2052670680MaRDI QIDQ665447FDOQ665447

Alessandro De Gregorio, Enzo Orsingher

Publication date: 5 March 2012

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: Random flights in $mathbb{R}^d,dgeq2,$ with Dirichlet-distributed displacements and uniformly distributed orientation are analyzed. The explicit characteristic functions of the position $$ when the number of changes of direction is fixed are obtained. The probability distributions are derived by inverting the characteristic functions for all dimensions $d$ of $mathbb{R}^d$ and many properties of the probabilistic structure of $$ are examined. If the number of changes of direction is randomized by means of a fractional Poisson process, we are able to obtain explicit distributions for $$ for all $dgeq2$. A Section is devoted to random flights in $mathbb{R}^3$ where the general results are discussed. The existing literature is compared with the results of this paper where in our view the classical Pearson's problem of random flights is resolved by suitably randomizing the step lengths. The random flights where changes of direction are governed by a homogeneous Poisson process are analyzed and compared with the model of Dirichlet-distributed displacements of this work.

Full work available at URL: https://arxiv.org/abs/1107.5913

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zbMATH Keywords

Bessel functionsMittag-Leffler functionsrandom flightsStruve functionsDirichlet distributionsfractional Poisson processhyperspherical coordinatestelegraph and wave equationsWigner law

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15) Special processes (60K99)

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Cited In (31)

• Asymptotic results for the absorption time of telegraph processes with elastic boundary at the origin
• Random flights in Euclidean space. I. General analysis and results for flights with prescribed hit expectance density about the origin
• Alternative forms of compound fractional Poisson processes
• A family of random walks with generalized Dirichlet steps
• Random flights connecting porous medium and Euler–Poisson–Darboux equations
• Discussion of ‘Post selection shrinkage estimation for high‐dimensional data analysis’
• On the exact distributions of the maximum of the asymmetric telegraph process
• Goldstein-Kac telegraph equations and random flights in higher dimensions
• Two-step Dirichlet random walks
• On random flights with non-uniformly distributed directions
• From semi-Markov random evolutions to scattering transport and superdiffusion
• Probability distributions for the run-and-tumble models with variable speed and tumbling rate
• A Monte Carlo method for solving the one-dimensional telegraph equations with boundary conditions
• Random flights governed by Klein-Gordon-type partial differential equations
• Transport processes with random jump rate
• Solving the Euler-Poisson-Darboux equation of fractional order
• Telegraph process with elastic boundary at the origin
• Asymptotic behaviour of non-isotropic random walks with heavy tails
• Reflecting random flights
• Anomalous random flights and time-fractional run-and-tumble equations
• Short hyperuniform random walks
• Some results on random flights
• Random flights in higher spaces
• Solution to the Fractional Order Euler-Poisson-Darboux Equation
• A Reciprocal Formulation of Nonexponential Radiative Transfer. 2: Monte Carlo Estimation and Diffusion Approximation
• A note on isotropic random flights moving in mixed Poisson environments
• A Generalized Telegraph Process with Velocity Driven by Random Trials
• Stochastic models associated to a nonlocal porous medium equation
• Alternative probabilistic representations of Barenblatt-type solutions
• Random motion with gamma steps in higher dimensions
• Random flights through spaces of different dimensions

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