A Cyclic Random Motion in $$\mathbb {R}^3$$ R 3 Driven by Geometric Counting Processes

Antonella Iuliano () and Gabriella Verasani ()
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Antonella Iuliano: University of Basilicata
Gabriella Verasani: University of Basilicata

Methodology and Computing in Applied Probability, 2024, vol. 26, issue 2, 1-23

Abstract: Abstract We consider the random motion of a particle that moves with constant velocity in $$\mathbb {R}^3$$ R 3 . The particle can move along four different directions that are attained cyclically. It follows that the support of the stochastic process describing the particle’s position at a fixed time is a tetrahedron. We assume that the sequence of sojourn times along each direction follows a Geometric Counting Process (GCP). When the initial condition is fixed, we obtain the explicit form of the probability law of the process, for the particle’s position. We also investigate the limiting behavior of the related probability density when the intensities of the four GCPs tend to infinity. Furthermore, we show that the process does not admit a stationary density. Finally, we introduce the first-passage-time problem for the first component of the process through a constant positive boundary providing the bases for future developments.

Keywords: Counting process; Finite-velocity; Random motion; Random evolution; First-passage time; 60K99; 60K50 (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1007/s11009-024-10083-0

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