A note on isotropic random flights moving in mixed Poisson environments

Alessandro De Gregorio

Statistics & Probability Letters, 2017, vol. 129, issue C, 311-317

Abstract: The aim of this note is to deepen the knowledge of isotropic random flights moving in mixed Poisson media; that is we analyze the random evolution of a particle with random scattering rate Λ. By assuming Λ distributed according to some standard probability laws, we are able to explicit the probability measure of the random flights. Furthermore, we show that there exists a link between our processes and a inhomogeneous wave equation.

Keywords: Bessel function; Generalized inverse Gaussian distribution; Mixed Poisson process; Transport process; Wave equation (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1016/j.spl.2017.06.021

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