Showing papers by "Enzo Orsingher published in 2007"

Random Flights in Higher Spaces

Abstract: We consider in this paper random flights in ℝd performed by a particle changing direction of motion at Poisson times. Directions are uniformly distributed on hyperspheres S1d. We obtain the conditional characteristic function of the position of the particle after n changes of direction. From this characteristic function we extract the conditional distributions in terms of (n+1)−fold integrals of products of Bessel functions. These integrals can be worked out in simple terms for spaces of dimension d=2 and d=4. In these two cases also the unconditional distribution is determined in explicit form. Some distributions connected with random flights in ℝ3 are discussed and in some special cases are analyzed in full detail. We point out that a strict connection between these types of motions with infinite directions and the equation of damped waves holds only for d=2.

Hyperbolic and fractional hyperbolic Brownian motion

Abstract: We examine the hyperbolic, planar Brownian motion and its time-fractional version. The analogy between the hyperbolic Brownian motion and Brownian motion on the sphere is also analysed. We examine in detail the connection between the equations governing the distributions in the Cartesian and hyperbolic coordinates. We discuss the time-fractional generalization of hyperbolic Brownian motion and give a representation of it as composition of classical hyperbolic Brownian motion with a reflecting Brownian motion on the line.

On the solutions of linear odd-order heat-type equations with random initial conditions

Abstract: In this paper odd-order heat-type equations with different random initial conditions are examined. In particular, we give rigorous conditions for the existence of the solutions in the case where the initial condition is represented by a strictly ϕ –subGaussian harmonizable process η = η (x). Also the case where η is represented by a stochastic integral with respect to a process with independent increment is studied.

Random motions at finite velocity in a non-Euclidean space

Abstract: In this paper telegraph processes on geodesic lines of the Poincare half-space and Poincare disk are introduced and the behavior of their hyperbolic distances examined. Explicit distributions of the processes are obtained and the related governing equations derived. By means of the processes on geodesic lines, planar random motions (with independent components) in the Poincare half-space and disk are defined and their hyperbolic random distances studied. The limiting case of one-dimensional and planar motions together with their hyperbolic distances is discussed with the aim of establishing connections with the well-known stochastic representations of hyperbolic Brownian motion. Extensions of motions with finite velocity to the three-dimensional space are also hinted at, in the final section.

A Grain of Dust Falling Through a Sierpinski Gasket

Abstract: In this paper we analyze the downward random motion of a particle in a vertical, bounded, Sierpinski gasket G, where at each layer either absorption or delays are considered.