Conţinutul numărului revistei |
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SM ISO690:2012 KOLESNIK, Alexander. The distribution of a planar random evolution with random start point. In: Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, 2009, nr. 1(59), pp. 79-86. ISSN 1024-7696. |
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Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica | ||||||
Numărul 1(59) / 2009 / ISSN 1024-7696 /ISSNe 2587-4322 | ||||||
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JEL: 60K35; 60K37; 82B41; 82C70. | ||||||
Pag. 79-86 | ||||||
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We consider the symmetric Markovian random evolution X(t) in the Euclidean plane R2 starting from a random point whose coordinates are the independent standard Gaussian random variables. The integral and series representations of the
transition density of X(t) are obtained.
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Cuvinte-cheie random motion, random flight, transport process, distribution, Bessel function, finite speed, random evolution, Gaussian density, random start point. |
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