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Consider two independent Goldstein-Kac telegraph processes $X_1(t)$ and $X_2(t)$ on the real line $\Bbb R$. The processes $X_k(t), \; k=1,2,$ are performed by stochastic motions at finite constant velocities $c_1>0, \; c_2>0,$ that start at…

Probability · Mathematics 2014-12-18 Alexander D. Kolesnik

This paper is devoted to the analysis of random motions on the line and in the space R^d (d > 1) performed at finite velocity and governed by a non-homogeneous Poisson process with rate \lambda(t). The explicit distributions p(x,t) of the…

Probability · Mathematics 2015-09-23 R. Garra , E. Orsingher

The aim of this paper is to analyze a class of random motions which models the motion of a particle on the real line with random velocity and subject to the action of the friction. The speed randomly changes when a Poissonian event occurs.…

Probability · Mathematics 2009-12-31 Alessandro De Gregorio

We present a conception of the slow diffusion processes in the Euclidean spaces $\Bbb R^m, \; m\ge 1$, based on the theory of random flights with small constant speed that are driven by a homogeneous Poisson process of small rate. The slow…

Probability · Mathematics 2024-09-26 Alexander D. Kolesnik

We consider the Markov random flight $\bold X(t), \; t>0,$ in the three-dimensional Euclidean space $\Bbb R^3$ with constant finite speed $c>0$ and the uniform choice of the initial and each new direction at random time instants that form a…

Probability · Mathematics 2017-02-01 Alexander D. Kolesnik

Random flights in $\mathbb{R}^d,d\geq 2,$ with Dirichlet-distributed displacements and uniformly distributed orientation are analyzed. The explicit characteristic functions of the position $\underline{\bf X}_d(t),\,t>0,$ when the number of…

Probability · Mathematics 2011-08-01 Alessandro De Gregorio , Enzo Orsingher

The planar symmetric Markov random flight $\bold X(t), \; t>0,$ is represented by the stochastic motion of a particle moving with constant finite speed $c>0$ in the Euclidean plane $\Bbb R^2$ and taking on its initial and each new…

Probability · Mathematics 2025-07-11 Alexander D. Kolesnik

This paper deals with a new class of random flights $\underline{\bf X}_d(t),t>0,$ defined in the real space $\mathbb{R}^d, d\geq 2,$ characterized by non-uniform probability distributions on the multidimensional sphere. These random motions…

Probability · Mathematics 2015-05-30 Alessandro De Gregorio

In this paper we study finite velocity planar random motions with an infinite number of possible directions, where the number of changes of direction is randomized by means of an inhomogeneous fractional Poisson distribution. We first…

Probability · Mathematics 2014-11-25 R. Garra , E. Orsingher

We consider the symmetric Markov random flight $\bold X(t), \; t>0,$ in the Euclidean space $\Bbb R^m, \; m\ge 3$, performed by a particle that moves in $\Bbb R^m$ with constant finite speed and changes its directions at Poisson-distributed…

Probability · Mathematics 2026-04-30 Alexander D. Kolesnik

We consider $N$ Brownian particles moving on a line starting from initial positions ${\bf{u}}\equiv \{u_1,u_2,\dots u_N\}$ such that $0<u_1 < u_2 < \cdots < u_N$. Their motion gets stopped at time $t_s$ when either two of them collide or…

Statistical Mechanics · Physics 2014-08-26 Anupam Kundu , Satya N. Majumdar , Gregory Schehr

In this report, the explicit probability density functions of the random Euclidean distances associated with regular hexagons are given, when the two endpoints of a link are randomly distributed in the same hexagon, and two adjacent…

General Mathematics · Mathematics 2021-01-26 Yanyan Zhuang , Jianping Pan

In this report, the explicit probability density functions of the random Euclidean distances associated with equilateral triangles are given, when the two endpoints of a link are randomly distributed in 1) the same triangle, 2) two adjacent…

General Mathematics · Mathematics 2013-07-04 Yanyan Zhuang , Jianping Pan

We deal with a planar random flight $\{(X(t),Y(t)),0<t\leq T\}$ observed at $n+1$ equidistant times $t_i=i\Delta_n,i=0,1,...,n$. The aim of this paper is to estimate the unknown value of the parameter $\lambda$, the underlying rate of the…

Statistics Theory · Mathematics 2007-06-13 Alessandro De Gregorio

We study planar random motions with finite velocities, of norm $c>0$, along orthogonal directions and changing at the instants of occurrence of a non-homogeneous Poisson process with rate function $\lambda(t),\ t\ge0$. We focus on the…

Probability · Mathematics 2021-08-24 Fabrizio Cinque , Enzo Orsingher

This paper derives the exact cumulative density function of the distance between a randomly located node and any arbitrary reference point inside a regular $\el$-sided polygon. Using this result, we obtain the closed-form probability…

Information Theory · Computer Science 2013-06-27 Zubair Khalid , Salman Durrani

In this paper we consider a random walk of a particle in $\mathbb{R}^d$. Convergence of different transformations of trajectories of random flights with Poisson switching moments has been obtained by Davydov and Konakov, as well as…

Probability · Mathematics 2019-10-10 Alexander Falaleev , Valentin Konakov

From each point of a Poisson point process start growing a balloon at rate 1. When two balloons touch, they pop and disappear. Is every point contained in balloons infinitely often or not? We answer this for the Euclidean space, the…

Probability · Mathematics 2021-03-12 Omer Angel , Gourab Ray , Yinon Spinka

We consider the moving particle process in Rd which is defined in the following way. There are two independent sequences (Tk) and (dk) of random variables. The variables Tk are non negative and form an increasing sequence, while variables…

Probability · Mathematics 2016-09-27 Youri Davydov , Valentin Konakov

In this paper we consider a telegraph equation with time-dependent coefficients, governing the persistent random walk of a particle moving on the line with a time-varying velocity $c(t)$ and changing direction at instants distributed…

Probability · Mathematics 2020-01-09 Luca Angelani , Roberto Garra
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