Random Motions with Space-Varying Velocities
نویسنده
چکیده
Randommotions on the line andon the planewith space-varyingvelocities are considered and analyzed in this paper. On the line we investigate symmetric and asymmetric telegraph processes with space-dependent velocities and we are able to present the explicit distribution of the position T (t), t > 0, of the moving particle. Also the case of a nonhomogeneous Poisson process (with rate λ = λ(t)) governing the changes of direction is analyzed in three specific cases. For the special case λ(t) = α/t , we obtain a random motion related to the Euler–Poisson–Darboux (EPD) equation which generalizes the well-known case treated, e.g., in (Foong, S.K., Van Kolck, U.: Poisson random walk for solving wave equations. Prog. Theor. Phys. 87(2), 285–292, 1992, [6], Garra, R., Orsingher, E.: Random flights related to the Euler-Poisson-Darboux equation. Markov Process. Relat. Fields 22, 87–110, 2016, [8], Rosencrans, S.I.: Diffusion transforms. J. Differ. Equ. 13, 457–467, 1973, [16]). A EPD-type fractional equation is also considered and a parabolic solution (which in dimensiond = 1has the structure of a probability density) is obtained. Planar random motions with space-varying velocities and infinite directions are finally analyzed in Sect. 5. We are able to present their explicit distributions, and for polynomial-type velocity structures we obtain the hyperand hypoelliptic form of their support (of which we provide a picture).
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تاریخ انتشار 2017