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Title: A family of random walks with generalized Dirichlet steps

We analyze a class of continuous time random walks in R{sup d},d≥2, with uniformly distributed directions. The steps performed by these processes are distributed according to a generalized Dirichlet law. Given the number of changes of orientation, we provide the analytic form of the probability density function of the position (X{sub {sub d}}(t),t>0) reached, at time t > 0, by the random motion. In particular, we analyze the case of random walks with two steps. In general, it is a hard task to obtain the explicit probability distributions for the process (X{sub {sub d}}(t),t>0). Nevertheless, for suitable values for the basic parameters of the generalized Dirichlet probability distribution, we are able to derive the explicit conditional density functions of (X{sub {sub d}}(t),t>0). Furthermore, in some cases, by exploiting the fractional Poisson process, the unconditional probability distributions of the random walk are obtained. This paper extends in a more general setting, the random walks with Dirichlet displacements introduced in some previous papers.
Authors:
 [1]
  1. Dipartimento di Scienze Statistiche, “Sapienza” University of Rome, P.le Aldo Moro, 5 - 00185, Rome (Italy)
Publication Date:
OSTI Identifier:
22251565
Resource Type:
Journal Article
Resource Relation:
Journal Name: Journal of Mathematical Physics; Journal Volume: 55; Journal Issue: 2; Other Information: (c) 2014 AIP Publishing LLC; Country of input: International Atomic Energy Agency (IAEA)
Country of Publication:
United States
Language:
English
Subject:
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS; DIRICHLET PROBLEM; GRAPH THEORY; PROBABILITY; PROBABILITY DENSITY FUNCTIONS