In this paper, we study persistent piecewise linear multidimensional random motions. Their velocities, switching at Poisson times, are uniformly distributed on a sphere. The changes of direction are accompanied with subsequent jumps of random length and of uniformly distributed orientation. In this paper, we obtain some useful properties and formulae of distributions of these processes. In particular, we get these distributions in the cases of jumps with Gaussian and exponential distributions of jump magnitudes.

Planar piecewise linear random motions with jumps / Garra, R.; Orsingher, E.; Ratanov, N.. - In: MATHEMATICAL METHODS IN THE APPLIED SCIENCES. - ISSN 0170-4214. - 40:18(2017), pp. 7673-7685. [10.1002/mma.4552]

Planar piecewise linear random motions with jumps

Garra R.;Orsingher E.;
2017

Abstract

In this paper, we study persistent piecewise linear multidimensional random motions. Their velocities, switching at Poisson times, are uniformly distributed on a sphere. The changes of direction are accompanied with subsequent jumps of random length and of uniformly distributed orientation. In this paper, we obtain some useful properties and formulae of distributions of these processes. In particular, we get these distributions in the cases of jumps with Gaussian and exponential distributions of jump magnitudes.
2017
Jump process; Martingale; Planar random motions; Transport equation
01 Pubblicazione su rivista::01a Articolo in rivista
Planar piecewise linear random motions with jumps / Garra, R.; Orsingher, E.; Ratanov, N.. - In: MATHEMATICAL METHODS IN THE APPLIED SCIENCES. - ISSN 0170-4214. - 40:18(2017), pp. 7673-7685. [10.1002/mma.4552]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/1554501
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