Distribution Function of Markovian Random Evolution in Rn
I.V.Samoilenko
TL;DR
This paper derives the distribution function of Markovian random evolution in Rn using Bessel functions, providing a mathematical characterization of the process.
Contribution
It presents an explicit expression for the distribution function of Markovian random evolution in Rn involving Bessel functions of order n+1.
Findings
Distribution function expressed via Bessel functions
Mathematical characterization of Markovian evolution in Rn
Explicit formulas for probabilistic analysis
Abstract
Obvious view of distribution function of Markovian random evolution is found in terms of Bessel functions of n+1-th order.
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Taxonomy
TopicsStochastic processes and statistical mechanics