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Random motion with gamma steps in higher dimensions

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  • Pogorui, Anatoliy A.
  • Rodríguez-Dagnino, Ramón M.

Abstract

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.

Suggested Citation

  • Pogorui, Anatoliy A. & Rodríguez-Dagnino, Ramón M., 2013. "Random motion with gamma steps in higher dimensions," Statistics & Probability Letters, Elsevier, vol. 83(7), pages 1638-1643.
    • Handle: RePEc:eee:stapro:v:83:y:2013:i:7:p:1638-1643
    DOI: 10.1016/j.spl.2013.03.011
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    References listed on IDEAS

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    1. De Gregorio, Alessandro & Orsingher, Enzo, 2012. "Flying randomly in Rd with Dirichlet displacements," Stochastic Processes and their Applications, Elsevier, vol. 122(2), pages 676-713.
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    Cited by:

    1. De Gregorio, Alessandro, 2017. "A note on isotropic random flights moving in mixed Poisson environments," Statistics & Probability Letters, Elsevier, vol. 129(C), pages 311-317.
    2. Pogorui, Anatoliy A. & Rodríguez-Dagnino, Ramón M., 2019. "Goldstein-Kac telegraph equations and random flights in higher dimensions," Applied Mathematics and Computation, Elsevier, vol. 361(C), pages 617-629.
    3. Le Caër, Gérard, 2015. "Two-step Dirichlet random walks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 430(C), pages 201-215.

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