Planar piecewise linear random motions with jumps

Abstract

In this paper, we study persistent piecewise linear multidimensional random motions. Their velocities, switching at Poisson times, are uniformly distributed on a sphere. The changes of direction are accompanied with subsequent jumps of random length and of uniformly distributed orientation. In this paper, we obtain some useful properties and formulae of distributions of these processes. In particular, we get these distributions in the cases of jumps with Gaussian and exponential distributions of jump magnitudes. © 2017 John Wiley and Sons, Ltd.