The distribution of a planar random evolution with random start point

Kolesnik Alexander

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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

The distribution of a planar random evolution with random start point

JEL: 60K35; 60K37; 82B41; 82C70.

Pag. 79-86

Kolesnik Alexander

Institute of Mathematics and Computer Science ASM

Disponibil în IBN: 29 aprilie 2016

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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.

Cuvinte-cheie
random motion, random flight, transport process, distribution, Bessel function,

finite speed, random evolution, Gaussian density, random start point.

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