De Gregorio, Alessandro; Orsingher, Enzo - In: Stochastic Processes and their Applications 122 (2012) 2, pp. 676-713
Random flights in Rd,d≥2, with Dirichlet-distributed displacements and uniformly distributed orientation are analyzed. The explicit characteristic functions of the position X¯d(t),t0, when the number of changes of direction is fixed are obtained. The probability distributions are derived by...