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Random motion with gamma steps in higher dimensions

Zhytomyr State University Library

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Relation http://eprints.zu.edu.ua/13297/
 
Title Random motion with gamma steps in higher dimensions
 
Creator Pogoruі, А. А.
Rodríguez-Dagnіno, Ramón М.
 
Subject Mathematical Analysis
 
Description We consider isotropic random motion where the direction alternations occur according
to the renewal epochs of a Gamma distribution with shape parameter (n − 2)/2, n =
4, 5, 6, . . . , in higher dimensions. We formulate a general renewal-type equation for the
characteristic function and we solve the renewal equation in an iterative manner.
 
Publisher CrossMark
 
Date 2013
 
Type Article
PeerReviewed
 
Format text
 
Language uk
english
 
Identifier http://eprints.zu.edu.ua/13297/1/Statistics_and_Probability_Letters_2013.pdf
Pogoruі, А. А. and Rodríguez-Dagnіno, Ramón М. (2013) Random motion with gamma steps in higher dimensions. Statistics and Probability Letters (83). pp. 1638-1643.