A Particle Migrating Randomly on a Sphere

David R. Brillinger
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David R. Brillinger: University of California

Journal of Theoretical Probability, 1997, vol. 10, issue 2, 429-443

Abstract: Abstract Consider a particle moving on the surface of the unit sphere in R 3 and heading towards a specific destination with a constant average speed, but subject to random deviations. The motion is modeled as a diffusion with drift restricted to the surface of the sphere. Expressions are set down for various characteristics of the process including expected travel time to a cap, the limiting distribution, the likelihood ratio and some estimates for parameters appearing in the model.

Keywords: Drift; great circle path; likelihood ratio; pole-seeking; skew product; spherical Brownian motion; stochastic differential equation; travel time (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (2)

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DOI: 10.1023/A:1022869817770

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