Telegraphic transport processes and their fractional generalization: A review and some extensions

J Masoliver - Entropy, 2021 - mdpi.com
We address the problem of telegraphic transport in several dimensions. We review the
derivation of two and three dimensional telegrapher's equations—as well as their fractional …

Fractional Poisson processes and related planar random motions

L Beghin, E Orsingher - 2009 - projecteuclid.org
We present three different fractional versions of the Poisson process and some related
results concerning the distribution of order statistics and the compound Poisson process …

[图书][B] Telegraph Process on the Line

AD Kolesnik, N Ratanov, AD Kolesnik, N Ratanov - 2013 - Springer
We define the classic Goldstein-Kac telegraph process performed by a particle that moves
on the real line with some finite constant speed and alternates between two possible …

Random flights in higher spaces

E Orsingher, A De Gregorio - Journal of Theoretical Probability, 2007 - Springer
We consider in this paper random flights in ℝ d performed by a particle changing direction of
motion at Poisson times. Directions are uniformly distributed on hyperspheres S 1 d. We …

Anomalous random flights and time-fractional run-and-tumble equations

L Angelani, A De Gregorio, R Garra, F Iafrate - Journal of Statistical …, 2024 - Springer
Random flights (also called run-and-tumble walks or transport processes) represent finite
velocity random motions changing direction at any Poissonian time. These models in d …

Stochastic dynamics of generalized planar random motions with orthogonal directions

F Cinque, E Orsingher - Journal of Theoretical Probability, 2023 - Springer
We study planar random motions with finite velocities, of norm c> 0, along orthogonal
directions and changing at the instants of occurrence of a nonhomogeneous Poisson …

[HTML][HTML] Random motions in R3 with orthogonal directions

F Cinque, E Orsingher - Stochastic Processes and their Applications, 2023 - Elsevier
This paper is devoted to the detailed analysis of three-dimensional motions in R 3 with
orthogonal directions switching at Poisson times and moving with constant speed c> 0. The …

[图书][B] Markov Random Flights

AD Kolesnik - 2021 - taylorfrancis.com
Markov Random Flights is the first systematic presentation of the theory of Markov random
flights in the Euclidean spaces of different dimensions. Markov random flights is a stochastic …

Random motions at finite speed in higher dimensions

AD Kolesnik - Journal of Statistical Physics, 2008 - Springer
We present a general method of studying the transport process \boldX(t), t≥ 0, in the
Euclidean space ℝ m, m≥ 2, based on the analysis of the integral transforms of its …

Random flights related to the Euler-Poisson-Darboux equation

R Garra, E Orsingher - arXiv preprint arXiv:1411.0648, 2014 - arxiv.org
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 …