Telegraph random evolutions on a circle

DOI10.1016/J.SPA.2021.07.001MaRDI QIDQ2238885zbMATH OpenOpenAlexFDO

Authors Alessandro De Gregorio, F. Iafrate

Publication date 2 November 2021

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

Full work available at URL https://arxiv.org/abs/2011.03025

zbMATH Keywords

angular velocitycircular Brownian motionrandom harmonic oscillatorsemigroup operatorcomplex telegraph equationwrapped probability distribution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Special processes (60K99) Transition functions, generators and resolvents (60J35)

Abstract: We consider the random evolution described by the motion of a particle moving on a circle alternating the angular velocities $pmc$ and changing rotation at Poisson random times, resulting in a telegraph process over the circle. We study the analytic properties of the semigroup it generates as well as its probability distribution. The asymptotic behavior of the wrapped process is also studied in terms of circular Brownian motion. Besides, it is possible to derive a stochastic model for harmonic oscillators with random changes in direction and we give a diffusive approximation of this process. Furthermore, we introduce some extensions of the circular telegraph model in the asymmetric case and for non-Markovian waiting times as well. In this last case, we also provide some asymptotic considerations.

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Cited in

(8)

• On some finite-velocity random motions driven by the geometric counting process
• On the telegraph process driven by geometric counting process with Poisson-based resetting
• Sticky flows on the circle and their noises
• Stationary jump processes for planar directions obtained by wrapping
• Anomalous random flights and time-fractional run-and-tumble equations
• Telegraph process on a hyperbola
• Quantitative control of Wasserstein distance between Brownian motion and the Goldstein-Kac telegraph process
• Wrapped processes on circular lattices for planar directions

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