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A planar random motion governed by the two-dimensional telegraph equation

Published online by Cambridge University Press:  14 July 2016

Enzo Orsingher
Enzo Orsingher*
Affiliation:
University of Rome
*
∗Postal address: Dipartimento di Statistica, Probabilità e Statistiche Applicate, Facoltà di Statistica, University of Rome ‘La Sapienza', 00185 Rome, Italy.
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Abstract

In this paper a planar random motion governed by the two-dimensional telegraph equation is presented. It is proved that the particle performing motion is at any time t within a circle centred at the starting point and with radius . The explicit density of the particle position is obtained. Results concerning the trend of motion are also given.

Keywords

POISSON PROCESSELECTROMAGNETIC EQUATIONSBERNOULLI RANDOM VARIABLES
Type
Research Paper
Information
Journal of Applied Probability , Volume 23 , Issue 2 , June 1986 , pp. 385 - 397
Copyright
Copyright © Applied Probability Trust 1986 

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References

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