Multidimensional random motion with uniformly distributed changes of direction and Erlang steps
In this paper we study transport processes in $\mathbb{R}^n,\quad n \geq 1$, 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,...
Збережено в:
| Дата: | 2011 |
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| Автори: | , , , |
| Формат: | Стаття |
| Мова: | Англійська |
| Опубліковано: |
Institute of Mathematics, NAS of Ukraine
2011
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| Онлайн доступ: | https://umj.imath.kiev.ua/index.php/umj/article/view/2743 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
| Завантажити файл: |  |
Репозитарії
Ukrains’kyi Matematychnyi Zhurnal| Резюме: | In this paper we study transport processes in $\mathbb{R}^n,\quad n \geq 1$, 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 avoid many of the difficulties appearing in the analysis of these problems in higher dimensions.
As a particular case, we find the probability density function in three dimensions for 2-Erlang distributed sojourn times. |
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