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CRC Press Markov Random Flights - Mathematics Research Note

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Description

Markov Random Flights provides the first systematic presentation of the theory of Markov random flights within Euclidean spaces of different dimensions. This academic text explores stochastic dynamic systems controlled by an external Poisson process. It represents the stochastic motion of a particle moving at a constant finite speed, where direction changes occur at random Poisson time instants. Readers will examine how the initial and subsequent directions are selected according to probability distributions on the unit sphere. This stochastic motion serves as a fundamental model for various applications in mathematical analysis. As part of the Chapman & Hall/CRC Monographs and Research Notes in Mathematics series, this book offers a rigorous foundation for researchers and students studying complex mathematical models and stochastic processes.

Key Features

Provides the first systematic presentation of Markov random flight theory in various Euclidean dimensions.

Explores stochastic dynamic systems governed by external Poisson processes for mathematical research.

Analyzes particle motion at constant finite speeds with direction changes at random Poisson time instants.

Covers probability distributions on the unit sphere for determining initial and new directions.

Serves as a foundational model for describing specific types of stochastic motion in mathematics.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
03 February 2021
Listed Since
26 August 2020

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