A Note on Planar Random Motion at Finite Speed

DOI10.1239/jap/1189717549zbMath1139.60348OpenAlexW2023636583MaRDI QIDQ5440653

Alexander D. Kolesnik

Publication date: 5 February 2008

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1189717549

zbMATH Keywords

wave propagationHuygens principlerandom evolutionwave diffusionexplicit probability law

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Special processes (60K99) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60)

Related Items (5)

On the long-term simulation of stochastic differential equations for predicting effective dispersion coefficients ⋮ Slow diffusion by Markov random flights ⋮ Random motions at finite speed in higher dimensions ⋮ Probability law for the Euclidean distance between two planar random flights ⋮ Piecewise deterministic processes following two alternating patterns

Cites Work

• Exact probability distributions for noncorrelated random walk models
• A planar random motion with an infinite number of directions controlled by the damped wave equation
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