We present a detailed analysis of random motions moving in higher spaces with a natural number of velocities. In the case of the so-called minimal random dynamics, under some broad assumptions, we give the joint distribution of the position of the motion (for both the inner part and the boundary of the support) and the number of displacements performed with each velocity. Explicit results for cyclic and complete motions are derived. We establish useful relationships between motions moving in different spaces, and we derive the form of the distribution of the movements in arbitrary dimension. Finally, we investigate further properties for stochastic motions governed by non-homogeneous Poisson processes.

Multidimensional random motions with a natural number of finite velocities / Cinque, F.; Cintoli, M.. - In: ADVANCES IN APPLIED PROBABILITY. - ISSN 0001-8678. - (2024), pp. 1-31. [10.1017/apr.2024.26]

Multidimensional random motions with a natural number of finite velocities

Cinque F.
;
Cintoli M.
2024

Abstract

We present a detailed analysis of random motions moving in higher spaces with a natural number of velocities. In the case of the so-called minimal random dynamics, under some broad assumptions, we give the joint distribution of the position of the motion (for both the inner part and the boundary of the support) and the number of displacements performed with each velocity. Explicit results for cyclic and complete motions are derived. We establish useful relationships between motions moving in different spaces, and we derive the form of the distribution of the movements in arbitrary dimension. Finally, we investigate further properties for stochastic motions governed by non-homogeneous Poisson processes.
2024
convexity; motions in higher space; non-homogeneous Poisson process; partial differential equations; telegraph process
01 Pubblicazione su rivista::01a Articolo in rivista
Multidimensional random motions with a natural number of finite velocities / Cinque, F.; Cintoli, M.. - In: ADVANCES IN APPLIED PROBABILITY. - ISSN 0001-8678. - (2024), pp. 1-31. [10.1017/apr.2024.26]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/1717069
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