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Limiting distribution of random motion in a n-dimensional parallelepiped
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A. A. Pogorui
Published/Copyright:
December 1, 2006
In this paper we study a continuous time random walk in a n-dimensional parallelepiped
with pairs of boundaries [ai , bi]. In a pair of boundaries the particle can move in any of two directions
with different velocities 
and 
We consider a special type of boundary which can trap the
particle for a random time, and we found the limiting distribution of this random motion for the
position of the particle. Our formulation allows us to find the limiting distribution for a broad class of
alternating semi-Markov processes.
Published Online: 2006-12-01
Published in Print: 2006-12-01
Copyright 2006, Walter de Gruyter
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Keywords for this article
Random evolutions;;
semi-Markov processes;;
delaying boundaries;;
random walk
Articles in the same Issue
- Comparative stationarity of stochastic exponential and monomial densities
- Stochastic equations with multidimensional drift driven by Levy processes
- On existence of a solution for differential equation with interaction
- Regularity conditions and the maximum likelihood estimation in dynamical systems with small fractional Brownian noise
- On a generalized BSDE involving local time and application to a PDE with nonlinear boundary condition
- Limiting distribution of random motion in a n-dimensional parallelepiped
- Long-range dependence of time series for MSFT data of the prices of shares and returns
