Distribution of random motion at renewal instants in three-dimensional space

Abstract

In physics, chemistry, and mathematics, the process of Brownian motion is often identified with the Wiener process that has infinitesimal increments. Recently, many models of Brownian motion with finite velocity have been intensively studied. We consider one of such models, namely, a generalization of the Goldstein--Kac process to the three-dimensional case with the Erlang-2 and Maxwell--Boltzmann distributions of velocities alternations. Despite the importance of having a three-dimensional isotropic random model for the motion of Brownian particles, numerous research efforts did not lead to an expression for the probability of the distribution of the particle position, the motion of which is described by the three-dimensional telegraph process. The case where a particle carries out its movement along the directions determined by the vertices of a regular $n+1$-hedron in the $n$-dimensional space was studied in \cite{Samoilenko}, and closed-form results for the distribution of the particle position were obtained. Here, we obtain expressions for the distribution function of the norm of the vector that defines particle's position at renewal instants in semi-Markov cases of the Erlang-2 and Maxwell--Boltzmann distributions and study its properties. By knowing this distribution, we can determine the distribution of particle positions, since the motion of a particle is isotropic, i.e., the direction of its movement is uniformly distributed on the unit sphere in ${\mathbb R}^3$. Our results may be useful in studying the properties of an ideal gas.