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Random motion with gamma steps in higher dimensions

We consider isotropic random motion where the direction alternations occur according to the renewal epochs of a Gamma distribution with shape parameter (n−2)/2, n=4,5,6,…, in higher dimensions. We formulate a general renewal-type equation for the characteristic function and we solve the renewal equation in an iterative manner.
Year of publication:
2013
Authors: Pogorui, Anatoliy A. ; Rodríguez-Dagnino, Ramón M.
Published in:
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 7, p. 1638-1643
Publisher: Elsevier
Subject: Random evolutions | Semi-Markov processes | Gamma distributions | Renewal equation
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Type of publication: Article
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Persistent link: https://www.econbiz.de/10011039912
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