We consider the random evolution described by the motion of a particle moving on a circle alternating the angular velocities ±c 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 discussed 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 results.
Telegraph random evolutions on a circle / De Gregorio, A.; Iafrate, F.. - In: STOCHASTIC PROCESSES AND THEIR APPLICATIONS. - ISSN 0304-4149. - 141:(2021), pp. 79-108. [10.1016/j.spa.2021.07.001]
Telegraph random evolutions on a circle
De Gregorio A.
;Iafrate F.
2021
Abstract
We consider the random evolution described by the motion of a particle moving on a circle alternating the angular velocities ±c 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 discussed 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 results.File | Dimensione | Formato | |
---|---|---|---|
DeGregorio_TelegraphRandom_2021.pdf
solo gestori archivio
Tipologia:
Versione editoriale (versione pubblicata con il layout dell'editore)
Licenza:
Tutti i diritti riservati (All rights reserved)
Dimensione
2.13 MB
Formato
Adobe PDF
|
2.13 MB | Adobe PDF | Contatta l'autore |
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.