Showing papers by "Enzo Orsingher published in 1987"
TL;DR: In this article, a random motion on the surface of the 3-sphere whose probability law is a solution of the telegraph equation in spherical coordinates is presented, and the connection of equations governing the random motion with Maxwell equations is examined together with some qualitative features of its sample paths.
Abstract: In this paper a random motion on the surface of the 3-sphere whose probability law is a solution of the telegraph equation in spherical coordinates is presented. The connection of equations governing the random motion with Maxwell equations is examined together with some qualitative features of its sample paths. Finally Brownian motion on the 3-sphere is derived as the limiting process of a random walk with latitude-changing probabilities.
4 citations
TL;DR: In this paper, the authors present some random motions whose probability law is a solution of the telegraph equation, and the explicit form of the flow function and the probability law whose convergence to the Gaussian distribution is also discussed.
Abstract: In this paper we present some random motions whose probability law is a solution of the telegraph equation. We give the explicit form of the flow function and of the probability law whose convergence to the Gaussian distribution is also discussed. A planar version of motion governed by the equation of damped vibrations of membranes is also presented. Finally the connection of this motions with Maxwell equations of electrodynamics is analysed.
2 citations
TL;DR: On obtient une borne superieure pour le maximum des champs aleatoires de la forme U(P)=∫ CP dW(P'), ou C p denote des cercles de rayon fixe and dω(P') un champ de bruit blanc plan.
Abstract: On obtient une borne superieure pour le maximum des champs aleatoires de la forme U(P)=∫ CP dW(P'), ou C p denote des cercles de rayon fixe et dω(P') un champ de bruit blanc plan
1 citations