In this paper telegraph processes on geodesic lines of the Poincare half-space and Poincare disk are introduced and the behavior of their hyperbolic distances examined. Explicit distributions of the processes are obtained and the related governing equations derived. By means of the processes on geodesic lines, planar random motions (with independent components) in the Poincare half-space and disk are defined and their hyperbolic random distances studied. The limiting case of one-dimensional and planar motions together with their hyperbolic distances is discussed with the aim of establishing connections with the well-known stochastic representations of hyperbolic Brownian motion. Extensions of motions with finite velocity to the three-dimensional space are also hinted at, in the final section.

Random motions at finite velocity in a non-Euclidean space / Orsingher, Enzo; DE GREGORIO, Alessandro. - In: ADVANCES IN APPLIED PROBABILITY. - ISSN 0001-8678. - 39:2(2007), pp. 588-611. [10.1239/aap/1183667625]

Random motions at finite velocity in a non-Euclidean space

ORSINGHER, Enzo;DE GREGORIO, ALESSANDRO
2007

Abstract

In this paper telegraph processes on geodesic lines of the Poincare half-space and Poincare disk are introduced and the behavior of their hyperbolic distances examined. Explicit distributions of the processes are obtained and the related governing equations derived. By means of the processes on geodesic lines, planar random motions (with independent components) in the Poincare half-space and disk are defined and their hyperbolic random distances studied. The limiting case of one-dimensional and planar motions together with their hyperbolic distances is discussed with the aim of establishing connections with the well-known stochastic representations of hyperbolic Brownian motion. Extensions of motions with finite velocity to the three-dimensional space are also hinted at, in the final section.
2007
bougerol's identity; geodesic line; hyperbolic distance; hyperbolic equation; lobachevsky geometry; telegraph process
01 Pubblicazione su rivista::01a Articolo in rivista
Random motions at finite velocity in a non-Euclidean space / Orsingher, Enzo; DE GREGORIO, Alessandro. - In: ADVANCES IN APPLIED PROBABILITY. - ISSN 0001-8678. - 39:2(2007), pp. 588-611. [10.1239/aap/1183667625]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/385883
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