Random motions at finite velocity in a non-Euclidean space

Citation
E. Orsingher, et A. De Gregorio,, Random motions at finite velocity in a non-Euclidean space, Advances in applied probability , 39(1), 2007, pp. 588-611
ISSN journal
00018678
Volume
39
Issue
1
Year of publication
2007
Pages
588 - 611
Database
ACNP
SICI code
Abstract
In this paper telegraph processes on geodesic lines of the Poincaré half-space and Poincaré disk are introduced and the behavior of their hyperbolic distances examined. Explicit distributions of the processes are obtained and the related governing equations derived. By means of the processes on geodesic lines, planar random motions (with independent components) in the Poincaré half-space and disk are defined and their hyperbolic random distances studied. The limiting case of one-dimensional and planar motions together with their hyperbolic distances is discussed with the aim of establishing connections with the well-known stochastic representations of hyperbolic Brownian motion. Extensions of motions with finite velocity to the three-dimensional space are also hinted at, in the final section.