A particle migrating randomly on a sphere

被引：50

作者：

Brillinger, DR

机构：

[1] Statistics Department, University of California, Berkeley

来源：

JOURNAL OF THEORETICAL PROBABILITY | 1997年 / 10卷 / 02期

基金：

美国国家科学基金会;

关键词：

drift; great circle path; likelihood ratio; pole-seeking; skew product; spherical Brownian motion; stochastic differential equation; travel time;

D O I：

10.1023/A:1022869817770

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Consider a particle moving on the surface of the unit sphere in R-3 and heading towards a specific destination with a constant average speed, but subject to random deviations. The motion is modeled as a diffusion with drift restricted to the surface of the sphere. Expressions are set down for various characteristics of the process including expected travel time to a cap, the limiting distribution, the likelihood ratio and some estimates for parameters appearing in the model.

引用

页码：429 / 443

页数：15

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