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Bibliographic Details
Main Authors: Iuliano, Antonella, Verasani, Gabriella
Format: Preprint
Published: 2023
Subjects:
Online Access:https://arxiv.org/abs/2306.03260
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Table of Contents:
  • We consider the random motion of a particle that moves with constant velocity in $\mathbb{R}^3$. The particle can move along four directions with different speeds that are attained cyclically. It follows that the support of the stochastic process describing the particle's position at time $t$ is a tetrahedron. We assume that the sequence of sojourn times along each direction follows a geometric counting process (GCP). When the initial velocity is fixed, we obtain the explicit form of the probability law of the process $\boldsymbol{X}(t) = (X_1(t);X_2(t);X_3(t))$, $t > 0$, for the particle's position. We also investigate the limiting behavior of the related probability density when the intensities of the four GCPs tend to infinity. Furthermore, we show that the process does not admit a stationary density. Finally, we introduce the first-passage-time problem for the first component of $\boldsymbol{X}(t)$ through a constant positive boundary $β> 0$ providing the bases for future developments.