Flying randomly in Rd with Dirichlet displacements
AbstractRandom flights in Rd,d≥2, with Dirichlet-distributed displacements and uniformly distributed orientation are analyzed. The explicit characteristic functions of the position X¯d(t),t>0, when the number of changes of direction is fixed are obtained. The probability distributions are derived by inverting the characteristic functions for all dimensions d of Rd and many properties of the probabilistic structure of X¯d(t),t>0 are examined.
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Bibliographic InfoArticle provided by Elsevier in its journal Stochastic Processes and their Applications.
Volume (Year): 122 (2012)
Issue (Month): 2 ()
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description
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