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A. A. Pogorui, Ramn M. Rodrguez-Dagnino

Limiting distribution of random motion in a n-dimensional parallelepiped

Keywords: Random evolutions, semi-Markov processes, delaying boundaries, random walk

In this paper we study a continuous time random walk in a n-dimensional parallelepiped with pairs of boundaries [a_i , b_i ]. 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.

Random Operators and Stochastic Equations, Walter de Gruyter

Print ISSN: 0926-6364
Volume: 14, 12/2006
Pages: 385 - 392

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