Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, no. 2 (2006), pp. 62-68
Citer cet article
Alexander D. Kolesnik. Discontinuous term of the distribution for Markovian random evolution in $\mathrm R^3$. Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, no. 2 (2006), pp. 62-68. http://geodesic.mathdoc.fr/item/BASM_2006_2_a6/
@article{BASM_2006_2_a6,
author = {Alexander D. Kolesnik},
title = {Discontinuous term of the distribution for {Markovian} random evolution in~$\mathrm R^3$},
journal = {Buletinul Academiei de \c{S}tiin\c{t}e a Republicii Moldova. Matematica},
pages = {62--68},
year = {2006},
number = {2},
language = {en},
url = {http://geodesic.mathdoc.fr/item/BASM_2006_2_a6/}
}
TY - JOUR
AU - Alexander D. Kolesnik
TI - Discontinuous term of the distribution for Markovian random evolution in $\mathrm R^3$
JO - Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica
PY - 2006
SP - 62
EP - 68
IS - 2
UR - http://geodesic.mathdoc.fr/item/BASM_2006_2_a6/
LA - en
ID - BASM_2006_2_a6
ER -
%0 Journal Article
%A Alexander D. Kolesnik
%T Discontinuous term of the distribution for Markovian random evolution in $\mathrm R^3$
%J Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica
%D 2006
%P 62-68
%N 2
%U http://geodesic.mathdoc.fr/item/BASM_2006_2_a6/
%G en
%F BASM_2006_2_a6
We consider the random motion at constant finite speed in the space $R^3$ subject to the control of a homogeneous Poisson process and with uniform choice of directions on the unit 3-sphere. We obtain the explicit forms of the conditional characteristic function and conditional distribution when one change of direction occurs. We show that this conditional distribution represents a discontinuous term of the transition function of the motion.
[1] Gradshteyn I. S., Ryzhik I. M., Tables of Integrals, Series and Products, Academic Press, NY, 1980 | Zbl
[2] Kolesnik A. D., Orsingher E., “A planar random motion with an infinite number of directions controlled by the damped wave equation”, J. Appl. Prob., 42 (2005), 1168–1182 | DOI | MR | Zbl
[3] Masoliver J., Porrá J. M., Weiss G. H., “Some two and three-dimensional persistent random walks”, Physica A, 193 (1993), 469–482 | DOI
[4] Stadje W., “The exact probability distribution of a two-dimensional random walk”, J. Stat. Phys., 46 (1987), 207–216 | DOI | MR
[5] Stadje W., “Exact probability distributions for non-correlated random walk models”, J. Stat. Phys., 56 (1989), 415–435 | DOI | MR | Zbl