Space inhomogeneous random motions of particles on the line and in the plane are considered in the paper. The changes of the movement direction are driven by a Poisson process. The particles are assumed to move according to a finite velocity field that depends on a spatial argument. The explicit distribution of particles is obtained in the paper for the case of dimension 1 in terms of characteristics of the governing equations. In the case of dimension 2, the distribution is obtained if a rectifying diffeomorphism exists.
|Original language||English (US)|
|Number of pages||13|
|Journal||Theory of Probability and Mathematical Statistics|
|State||Published - 2008|
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty