Multidimensional random motion with uniformly distributed changes of direction and Erlang steps

• Published in: Український математичний журнал
• Date: 2011
• Main Authors: Pogorui, A.O., Rodriguez-Dagnino, R.M.
• Format: Article
• Language: English
• Published: Інститут математики НАН України 2011
• Subjects: Короткі повідомлення
• Online Access: https://nasplib.isofts.kiev.ua/handle/123456789/166033
• Journal Title: Digital Library of Periodicals of National Academy of Sciences of Ukraine
• Cite this: Multidimensional random motion with uniformly distributed changes of direction and Erlang steps / A.О. Pogorui, R.M. Rodriguez-Dagnino // Український математичний журнал. — 2011. — Т. 63, № 4. — С. 572–577. — Бібліогр.: 10 назв. — англ.

In this paper we study transport processes in Rⁿ, n≥1, having non-exponential distributed sojourn times or non-Markovian step durations. We use the idea that the probabilistic properties of a random vector are completely determined by those of its projection on a fixed line, and using this idea we a...