Flying randomly in R^d with Dirichlet displacements

DOI10.1016/J.SPA.2011.10.009MaRDI QIDQ665447zbMATH OpenOpenAlexFDO

Authors Alessandro De Gregorio, Enzo Orsingher

Publication date 5 March 2012

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

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

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)

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.

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• When a random walk of fixed length can lead uniformly anywhere inside a hypersphere

Cited in

(31)

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

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