Abstract
In this paper a random motion on the surface of the 3-sphere whose probability law is a solution of the telegraph equation in spherical coordinates is presented. The connection of equations governing the random motion with Maxwell equations is examined together with some qualitative features of its sample paths. Finally Brownian motion on the 3-sphere is derived as the limiting process of a random walk with latitude-changing probabilities.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
5 articles.
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