Slow diffusion by Markov random flights

Fuente: arXiv
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Main Author: Kolesnik, Alexander D.
Format: Preprint
Published: 2017
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author Kolesnik, Alexander D.
author_facet Kolesnik, Alexander D.
contents We present a conception of the slow diffusion processes in the Euclidean spaces $\Bbb R^m, \; m\ge 1$, based on the theory of random flights with small constant speed that are driven by a homogeneous Poisson process of small rate. The slow diffusion conditions that, on long time intervals, lead to the stationary distributions, are given. The stationary distributions of slow diffusion processes in some Euclidean spaces of low dimensions, are presented.
format Preprint
id arxiv_https___arxiv_org_abs_1708_08793
institution arXiv
publishDate 2017
record_format arxiv
spellingShingle Slow diffusion by Markov random flights
Kolesnik, Alexander D.
Probability
60K35, 60K99, 60J60, 60J65, 82C41, 82C70
We present a conception of the slow diffusion processes in the Euclidean spaces $\Bbb R^m, \; m\ge 1$, based on the theory of random flights with small constant speed that are driven by a homogeneous Poisson process of small rate. The slow diffusion conditions that, on long time intervals, lead to the stationary distributions, are given. The stationary distributions of slow diffusion processes in some Euclidean spaces of low dimensions, are presented.
title Slow diffusion by Markov random flights
topic Probability
60K35, 60K99, 60J60, 60J65, 82C41, 82C70
url https://arxiv.org/abs/1708.08793