Flying randomly in Rd with Dirichlet displacements

Alessandro De Gregorio and Enzo Orsingher

Stochastic Processes and their Applications, 2012, vol. 122, issue 2, 676-713

Abstract: Random flights in Rd,d≥2, with Dirichlet-distributed displacements and uniformly distributed orientation are analyzed. The explicit characteristic functions of the position X¯d(t),t>0, when the number of changes of direction is fixed are obtained. The probability distributions are derived by inverting the characteristic functions for all dimensions d of Rd and many properties of the probabilistic structure of X¯d(t),t>0 are examined.

Keywords: Bessel functions; Dirichlet distributions; Fractional Poisson process; Mittag-Leffler functions; Hyperspherical coordinates; Random flights; Struve functions; Telegraph and wave equations; Wigner law (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (6)

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DOI: 10.1016/j.spa.2011.10.009

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