4 research outputs found
The First Passage Time and Estimation of the Number of Level-Crossings for a Telegraph Process
It is a well-known result that almost all sample paths of a Brownian motion or Wiener process {W(t)} have infinitely many zero-crossings in the interval (0, δ) for δ > 0. Under the Kac condition, the telegraph process weakly converges to the Wiener process. We estimate the number of intersections of a level or the number of level-crossings for the telegraph process. Passing to the limit under the Kac condition, we also obtain an estimate of the level-crossings for the Wiener process.Відомо, що майже всі ви6іркові траєкторії броунівського руху чи вінєрівського процесу {W(t) мають нескінченно багато нульових перетинів в інтервалі (0, δ) при δ > 0. За умови Каца телеграфний процес слабко збігається до вінерівського процесу. В роботі оцінюється число перетинів рівня для телеграфного процесу. Переходячи до границі за умови Каца, ми також отримуємо оцінку перетинів рівня для вінерівського процесу
Solutions of some partial differential equations with variable coefficients by properties of monogenic functions
In this paper we study some partial differential equations by using properties of Gateaux differentiable functions on commutative algebra. It is proved that components of differentiable functions satisfy some partial differential equations with coefficients related with properties of bases of subspaces of the corresponding algebra
On random flights with non-uniformly distributed directions
This paper deals with a new class of random flights defined in the real space characterized
by non-uniform probability distributions on the multidimensional sphere. These
random motions differ from similar models appeared in literature which take
directions according to the uniform law. The family of angular probability
distributions introduced in this paper depends on a parameter which
gives the level of drift of the motion. Furthermore, we assume that the number
of changes of direction performed by the random flight is fixed. The time
lengths between two consecutive changes of orientation have joint probability
distribution given by a Dirichlet density function.
The analysis of is not an easy task, because it
involves the calculation of integrals which are not always solvable. Therefore,
we analyze the random flight obtained as
projection onto the lower spaces of the original random
motion in . Then we get the probability distribution of
Although, in its general framework, the analysis of is very complicated, for some values of , we can provide
some results on the process. Indeed, for , we obtain the characteristic
function of the random flight moving in . Furthermore, by
inverting the characteristic function, we are able to give the analytic form
(up to some constants) of the probability distribution of Comment: 28 pages, 3 figure