Abstract

In this paper we study a planar random motion (X(t),Y(t)),t>0, with orthogonal directions taken cyclically at Poisson paced times. The process is split into one-dimensional motions with alternating displacements interrupted by exponentially distributed stops. The distributions ofX=X(t) (conditional and nonconditional) are obtained by means of order statistics and the connection with the telegrapher's process is derived and discussed. We are able to prove that the distributions involved in our analysis are solutions of a certain differential system and of the related fourth-order hyperbolic equation.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.