The distribution of random evolution in Erlang semi-Markov media
Teoriâ slučajnyh processov, Tome 17 (2011) no. 1, pp. 90-99
Cet article a éte moissonné depuis la source Math-Net.Ru
We study a one-dimensional random motion by using a general Erlang distribution for the sojourn times of a switching process and obtain the solution of a four-order hyperbolic PDE in the 2-Erlang case.
Keywords:
Random motion, Erlang distribution, differentiable functions on commutative algebras, biwave equation.
@article{THSP_2011_17_1_a9,
author = {A. Pogorui},
title = {The distribution of random evolution in {Erlang} {semi-Markov} media},
journal = {Teori\^a slu\v{c}ajnyh processov},
pages = {90--99},
year = {2011},
volume = {17},
number = {1},
language = {en},
url = {http://geodesic.mathdoc.fr/item/THSP_2011_17_1_a9/}
}
A. Pogorui. The distribution of random evolution in Erlang semi-Markov media. Teoriâ slučajnyh processov, Tome 17 (2011) no. 1, pp. 90-99. http://geodesic.mathdoc.fr/item/THSP_2011_17_1_a9/
[1] A. A. Pogorui, “Monogenic functions on commutative algebras”, Complex Variables and Elliptic Equations, 52:12 (2007), 1155–1159
[2] G. N. Watson, A Treatise on the Theory of Bessel Functions, Cambridge Univ. Press, Cambridge, 1995
[3] Tables of Integral Transforms, ed. A. Erdélyi, McGraw-Hill, New York, 1954
[4] M. A. Pinsky, Lectures on Random Evolution, World Scientific, Singapore, 1991