Flying randomly in Rd with Dirichlet displacements

Random flights in Rd,d≥2, with Dirichlet-distributed displacements and uniformly distributed orientation are analyzed. The explicit characteristic functions of the position X¯d(t),t>0, 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 Rd and many properties of the probabilistic structure of X¯d(t),t>0 are examined.

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Year of publication:	2012
Authors:	De Gregorio, Alessandro ; Orsingher, Enzo
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 122.2012, 2, p. 676-713
Publisher:	Elsevier
Subject:	Bessel functions \| Dirichlet distributions \| Fractional Poisson process \| Mittag-Leffler functions \| Hyperspherical coordinates \| Random flights \| Struve functions \| Telegraph and wave equations \| Wigner law

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011065108