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Multidimensional Random Motion with Uniformly Distributed Changes of Direction and Erlang Steps

Zhytomyr State University Library

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Relation http://eprints.zu.edu.ua/13312/
 
Title Multidimensional Random Motion with Uniformly
Distributed Changes of Direction and Erlang Steps
 
Creator Pogoruі, А. А.
Rodríguez-Dagnіno, Ramón М.
 
Subject Mathematical Analysis
 
Description In this paper we study transport processes in Rn; n ¸ 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 ¯xed line, and using this idea we avoid many of the
di±culties appearing in the analysis of these problems in higher dimensions. As
a particular case, we ¯nd the probability density function in three dimensions
for 2-Erlang distributed sojourn times.
 
Publisher Zhytomyr State University
 
Date 2010-11
 
Type Article
PeerReviewed
 
Format text
 
Language uk
english
 
Identifier http://eprints.zu.edu.ua/13312/1/ElsevierStochProcAppl2010.pdf
Pogoruі, А. А. and Rodríguez-Dagnіno, Ramón М. (2010) Multidimensional Random Motion with Uniformly Distributed Changes of Direction and Erlang Steps. Electrical and Computer Engineering. pp. 1-8.