We obtain the explicit distribution of the position of a particle performing a cyclic, minimal, random motion with constant velocity c in Rn. The n+1 possible directions of motion as well as the support of the distribution form a regular hyperpolyhedron (the first one having constant sides and the other expanding with time t), the geometrical features of which are here investigated. The distribution is obtained by using order statistics and is expressed in terms of hyper-Bessel functions of order n+1. These distributions are proved to be connected with (n+1)th order p.d.e. which can be reduced to Bessel equations of higher order. Some properties of the distributions obtained are examined. This research has been inspired by a conjecture formulated in Orsingher and Sommella [E. Orsingher, A.M. Sommella, A cyclic random motion in R3 with four directions and finite velocity, Stochastics Stochastics Rep. 76 (2) (2004) 113–133] which is here proved to be false.

Lachal, A., Leorato, S., Orsingher, E. (2006). Minimal cyclic motion in Rn and hyper-Bessel functions. ANNALES DE L'INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 42(6), 753-772 [10.1016/j.anihpb.2005.11.002].

Minimal cyclic motion in Rn and hyper-Bessel functions

LEORATO, SAMANTHA;
2006-01-01

Abstract

We obtain the explicit distribution of the position of a particle performing a cyclic, minimal, random motion with constant velocity c in Rn. The n+1 possible directions of motion as well as the support of the distribution form a regular hyperpolyhedron (the first one having constant sides and the other expanding with time t), the geometrical features of which are here investigated. The distribution is obtained by using order statistics and is expressed in terms of hyper-Bessel functions of order n+1. These distributions are proved to be connected with (n+1)th order p.d.e. which can be reduced to Bessel equations of higher order. Some properties of the distributions obtained are examined. This research has been inspired by a conjecture formulated in Orsingher and Sommella [E. Orsingher, A.M. Sommella, A cyclic random motion in R3 with four directions and finite velocity, Stochastics Stochastics Rep. 76 (2) (2004) 113–133] which is here proved to be false.
2006
Pubblicato
Rilevanza internazionale
Articolo
Sì, ma tipo non specificato
Settore MAT/06 - PROBABILITA' E STATISTICA MATEMATICA
Settore SECS-S/01 - STATISTICA
English
Con Impact Factor ISI
cyclic random motions; hyper-Bessel functions; (n+1)th order partial differential equations; order statistics; hyperpolyhedron
Lachal, A., Leorato, S., Orsingher, E. (2006). Minimal cyclic motion in Rn and hyper-Bessel functions. ANNALES DE L'INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 42(6), 753-772 [10.1016/j.anihpb.2005.11.002].
Lachal, A; Leorato, S; Orsingher, E
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2108/10543
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