Planar piecewise linear random motions with jumps

In this paper, we study persistent piecewise linear multidimensional random motions. Their velocities, switching at Poisson times, are uniformly distributed on a sphere. The changes of direction are accompanied with subsequent jumps of random length and of uniformly distributed orientation. In this...

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Tipo de recurso:
Fecha de publicación:
2017
Institución:
Universidad del Rosario
Repositorio:
Repositorio EdocUR - U. Rosario
Idioma:
eng
OAI Identifier:
oai:repository.urosario.edu.co:10336/22560
Acceso en línea:
https://doi.org/10.1002/mma.4552
https://repository.urosario.edu.co/handle/10336/22560
Palabra clave:
Equations of motion
Markov processes
Exponential distributions
Gaussians
Jump process
Martingale
Piecewise linear
Random motions
Transport equation
Useful properties
Piecewise linear techniques
Jump process
Martingale
Planar random motions
Transport equation
Rights
License
Abierto (Texto Completo)
id EDOCUR2_430cedeb52c2e7231cc5b1c3b4e14568
oai_identifier_str oai:repository.urosario.edu.co:10336/22560
network_acronym_str EDOCUR2
network_name_str Repositorio EdocUR - U. Rosario
repository_id_str
spelling 2f2f2cee-4e3a-44ad-876b-05bae4b6f449-18a4097be-f40a-4954-979a-58795fda7ca2-14ab98391-ba48-4790-b0fb-e3a748e4361b-12020-05-25T23:56:55Z2020-05-25T23:56:55Z2017In this paper, we study persistent piecewise linear multidimensional random motions. Their velocities, switching at Poisson times, are uniformly distributed on a sphere. The changes of direction are accompanied with subsequent jumps of random length and of uniformly distributed orientation. In this paper, we obtain some useful properties and formulae of distributions of these processes. In particular, we get these distributions in the cases of jumps with Gaussian and exponential distributions of jump magnitudes. © 2017 John Wiley and Sons, Ltd.application/pdfhttps://doi.org/10.1002/mma.45521099147601704214https://repository.urosario.edu.co/handle/10336/22560engJohn Wiley and Sons Ltd7685No. 187673Mathematical Methods in the Applied SciencesVol. 40Mathematical Methods in the Applied Sciences, ISSN:10991476, 01704214, Vol.40, No.18 (2017); pp. 7673-7685https://www.scopus.com/inward/record.uri?eid=2-s2.0-85067394631&doi=10.1002%2fmma.4552&partnerID=40&md5=61a1acb3018d9f7253f2ab83f806fbf4Abierto (Texto Completo)http://purl.org/coar/access_right/c_abf2instname:Universidad del Rosarioreponame:Repositorio Institucional EdocUREquations of motionMarkov processesExponential distributionsGaussiansJump processMartingalePiecewise linearRandom motionsTransport equationUseful propertiesPiecewise linear techniquesJump processMartingalePlanar random motionsTransport equationPlanar piecewise linear random motions with jumpsarticleArtículohttp://purl.org/coar/version/c_970fb48d4fbd8a85http://purl.org/coar/resource_type/c_6501Garra R.Orsingher E.Ratanov N.10336/22560oai:repository.urosario.edu.co:10336/225602022-05-02 07:37:20.501942https://repository.urosario.edu.coRepositorio institucional EdocURedocur@urosario.edu.co
dc.title.spa.fl_str_mv Planar piecewise linear random motions with jumps
title Planar piecewise linear random motions with jumps
spellingShingle Planar piecewise linear random motions with jumps
Equations of motion
Markov processes
Exponential distributions
Gaussians
Jump process
Martingale
Piecewise linear
Random motions
Transport equation
Useful properties
Piecewise linear techniques
Jump process
Martingale
Planar random motions
Transport equation
title_short Planar piecewise linear random motions with jumps
title_full Planar piecewise linear random motions with jumps
title_fullStr Planar piecewise linear random motions with jumps
title_full_unstemmed Planar piecewise linear random motions with jumps
title_sort Planar piecewise linear random motions with jumps
dc.subject.keyword.spa.fl_str_mv Equations of motion
Markov processes
Exponential distributions
Gaussians
Jump process
Martingale
Piecewise linear
Random motions
Transport equation
Useful properties
Piecewise linear techniques
Jump process
Martingale
Planar random motions
Transport equation
topic Equations of motion
Markov processes
Exponential distributions
Gaussians
Jump process
Martingale
Piecewise linear
Random motions
Transport equation
Useful properties
Piecewise linear techniques
Jump process
Martingale
Planar random motions
Transport equation
description In this paper, we study persistent piecewise linear multidimensional random motions. Their velocities, switching at Poisson times, are uniformly distributed on a sphere. The changes of direction are accompanied with subsequent jumps of random length and of uniformly distributed orientation. In this paper, we obtain some useful properties and formulae of distributions of these processes. In particular, we get these distributions in the cases of jumps with Gaussian and exponential distributions of jump magnitudes. © 2017 John Wiley and Sons, Ltd.
publishDate 2017
dc.date.created.spa.fl_str_mv 2017
dc.date.accessioned.none.fl_str_mv 2020-05-25T23:56:55Z
dc.date.available.none.fl_str_mv 2020-05-25T23:56:55Z
dc.type.eng.fl_str_mv article
dc.type.coarversion.fl_str_mv http://purl.org/coar/version/c_970fb48d4fbd8a85
dc.type.coar.fl_str_mv http://purl.org/coar/resource_type/c_6501
dc.type.spa.spa.fl_str_mv Artículo
dc.identifier.doi.none.fl_str_mv https://doi.org/10.1002/mma.4552
dc.identifier.issn.none.fl_str_mv 10991476
01704214
dc.identifier.uri.none.fl_str_mv https://repository.urosario.edu.co/handle/10336/22560
url https://doi.org/10.1002/mma.4552
https://repository.urosario.edu.co/handle/10336/22560
identifier_str_mv 10991476
01704214
dc.language.iso.spa.fl_str_mv eng
language eng
dc.relation.citationEndPage.none.fl_str_mv 7685
dc.relation.citationIssue.none.fl_str_mv No. 18
dc.relation.citationStartPage.none.fl_str_mv 7673
dc.relation.citationTitle.none.fl_str_mv Mathematical Methods in the Applied Sciences
dc.relation.citationVolume.none.fl_str_mv Vol. 40
dc.relation.ispartof.spa.fl_str_mv Mathematical Methods in the Applied Sciences, ISSN:10991476, 01704214, Vol.40, No.18 (2017); pp. 7673-7685
dc.relation.uri.spa.fl_str_mv https://www.scopus.com/inward/record.uri?eid=2-s2.0-85067394631&doi=10.1002%2fmma.4552&partnerID=40&md5=61a1acb3018d9f7253f2ab83f806fbf4
dc.rights.coar.fl_str_mv http://purl.org/coar/access_right/c_abf2
dc.rights.acceso.spa.fl_str_mv Abierto (Texto Completo)
rights_invalid_str_mv Abierto (Texto Completo)
http://purl.org/coar/access_right/c_abf2
dc.format.mimetype.none.fl_str_mv application/pdf
dc.publisher.spa.fl_str_mv John Wiley and Sons Ltd
institution Universidad del Rosario
dc.source.instname.spa.fl_str_mv instname:Universidad del Rosario
dc.source.reponame.spa.fl_str_mv reponame:Repositorio Institucional EdocUR
repository.name.fl_str_mv Repositorio institucional EdocUR
repository.mail.fl_str_mv edocur@urosario.edu.co
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