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 …
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 …
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 …
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 …
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 …
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 …
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 …
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 …
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 …