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arXiv:2311.08102 [math.PR]AbstractReferencesReviewsResources

Series representations for the characteristic function of the multidimensional Markov random flight

Alexander D. Kolesnik

Published 2023-11-14Version 1

Two series representations of the characteristic function of the multidimensional symmetric Markov random flight with respect to Bessel functions and with respect to time variable, are given. Asymptotic formula for the second mixed moment function of the three-dimensional random flight is presented.

Comments: 18 pages
Categories: math.PR
Subjects: 60K99, 62G30, 60K35, 60J60, 60H30
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