A four-dimensional random motion at finite speed

DOI10.1239/jap/1165505211zbMath1140.60356OpenAlexW1981611646MaRDI QIDQ5441526

Alexander D. Kolesnik

Publication date: 15 February 2008

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

Full work available at URL: https://doi.org/10.1239/jap/1165505211

zbMATH Keywords

random evolutionmultidimensional Brownian motionuniformly distributed directions

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Other physical applications of random processes (60K40)

Related Items (8)

Slow diffusion by Markov random flights ⋮ Asymptotic relation for the transition density of the three-dimensional Markov random flight on small time intervals ⋮ Random evolutions are driven by the hyperparabolic operators ⋮ A new family of solvable Pearson-Dirichlet random walks ⋮ Random motions at finite speed in higher dimensions ⋮ Probability law for the Euclidean distance between two planar random flights ⋮ Stochastic velocity motions and processes with random time ⋮ Random flights through spaces of different dimensions

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• A planar random motion with an infinite number of directions controlled by the damped wave equation
• ON DIFFUSION BY DISCONTINUOUS MOVEMENTS, AND ON THE TELEGRAPH EQUATION

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