Analysis of a Finite-Velocity Planar Random Motion with Reflection
Teoriâ veroâtnostej i ee primeneniâ, Tome 46 (2001) no. 1, pp. 138-147
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A four-direction planar random motion with finite velocity and with possible reflections at Poisson-paced events is examined. We obtain the equations governing the distributions within the diffusion set $Q_t$ and the equations directing the singular components of the distributions. The distributions on the edge of $Q_t$ and its diagonals are explicitly obtained.
Keywords:
planar random motions, finite velocity, Bessel functions, hyperbolic equations, telegraph equations.
@article{TVP_2001_46_1_a7,
author = {A. D. Kolesnik and E. Orsingher},
title = {Analysis of a {Finite-Velocity} {Planar} {Random} {Motion} with {Reflection}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {138--147},
year = {2001},
volume = {46},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2001_46_1_a7/}
}
A. D. Kolesnik; E. Orsingher. Analysis of a Finite-Velocity Planar Random Motion with Reflection. Teoriâ veroâtnostej i ee primeneniâ, Tome 46 (2001) no. 1, pp. 138-147. http://geodesic.mathdoc.fr/item/TVP_2001_46_1_a7/