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Cyclic random motions in d -space with n directions

Aimé Lachal (2006)

ESAIM: Probability and Statistics

We study the probability distribution of the location of a particle performing a cyclic random motion in d . The particle can take n possible directions with different velocities and the changes of direction occur at random times. The speed-vectors as well as the support of the distribution form a polyhedron (the first one having constant sides and the other expanding with time t). The distribution of the location of the particle is made up of two components: a singular component (corresponding...

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