English

Random motions in $\mathbb{R}^3$ with orthogonal directions

Probability 2022-05-19 v1

Abstract

This paper is devoted to the detailed analysis of three-dimensional motions in R3\mathbb{R}^3 with orthogonal directions switching at Poisson times and moving with constant speed c>0c>0. The study of the random position at an arbitrary time t>0t>0 on the surface of the support, forming an octahedron SctS_{ct}, is completely carried out on the edges EctE_{ct} and faces FctF_{ct}. In particular, the motion on the faces FctF_{ct} is analysed by means of a transformation which reduces it to a three-directions planar random motion. This permits us to obtain an integral representation on FctF_{ct} in terms of integral of products of first order Bessel functions. The investigation of the distribution of the position p=p(t,x,y,z)p=p(t,x,y,z) inside SctS_{ct} implied the derivation of a sixth-order partial differential equation governing pp (expressed in terms of the products of three D'Alembert operators). A number of results, also in explicit form, concern the time spent on each direction and the position reached by each coordinates as the motion devolpes. The analysis is carried out when the incoming direction is orthogonal to the ongoing one and also when all directions can be uniformely choosen at each Poisson event. If the switches are governed by homogeneus Poisson process many explicit results are obtained.

Keywords

Cite

@article{arxiv.2205.08829,
  title  = {Random motions in $\mathbb{R}^3$ with orthogonal directions},
  author = {Fabrizio Cinque and Enzo Orsingher},
  journal= {arXiv preprint arXiv:2205.08829},
  year   = {2022}
}