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Random motions in inhomogeneous media
Author(s):
E.
Orsingher;
N.
E.
Ratanov
Translated by:
The authors
Original publication:
Teoriya Imovirnostei ta Matematichna Statistika,
vipusk 76
(2007).
Journal:
Theor. Probability and Math. Statist.
No. 76
(2008),
141-153.
MSC (2000):
Primary 60K99;
Secondary 62G30, 35L25, 60C05
Posted:
July 16, 2008
Retrieve article in:
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References |
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Additional information
Abstract:
Space inhomogeneous random motions of particles on the line and in the plane are considered in the paper. The changes of the movement direction are driven by a Poisson process. The particles are assumed to move according to a finite velocity field that depends on a spatial argument. The explicit distribution of particles is obtained in the paper for the case of dimension 1 in terms of characteristics of the governing equations. In the case of dimension 2, the distribution is obtained if a rectifying diffeomorphism exists.
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Additional Information:
E.
Orsingher
Affiliation:
Dipartimento di Statistica, Probabilitá e Statistiche Applicate, Universitá degli Studi di Roma ‘‘La Sapienza”, 00185 Rome, Italy
Email:
enzo.orsingher@uniroma1.it
N.
E.
Ratanov
Affiliation:
Universidad del Rosario, Bogotá, Colombia
Email:
nratanov@urosario.edu.co
DOI:
10.1090/S0094-9000-08-00738-2
PII:
S 0094-9000(08)00738-2
Keywords:
Bessel functions,
Poisson process,
rectifying diffeomorphism,
hyperbolic equations,
telegraph process
Received by editor(s):
16/MAY/2006
Posted:
July 16, 2008
Copyright of article:
Copyright
2008,
American Mathematical Society
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