Abstract
In this paper we study a planar random motion (X(t), Y(t)), t > 0, with orthogonal directions taken cyclically at Poisson paced times. The process is split into one-dimensional motions with alternating displacements interrupted by exponentially distributed stops. The distributions of X = X (t) (conditional and nonconditional) are obtained by means of order statistics and the connection with the telegrapher's process is derived and discussed. We are able to prove that the distributions involved in our analysis are solutions of a certain differential system and of the related fourth-order hyperbolic equation.
Original language | English (US) |
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Pages (from-to) | 1153-1168 |
Number of pages | 16 |
Journal | Advances in Applied Probability |
Volume | 35 |
Issue number | 4 |
DOIs | |
State | Published - Dec 2003 |
Externally published | Yes |
Keywords
- Exchangeability
- Hyperbolic equation
- Hypergeometric function
- Order statistics
- Random motion
- Telegrapher's process
ASJC Scopus subject areas
- Applied Mathematics
- Statistics and Probability