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We consider the planar random motion of a particle that moves with constant finite speed c and, at Poisson-distributed times, changes its direction θ with uniform law in [0, 2π). This model represents the natural two-dimensional counterpart of the wellknown Goldstein-Kac telegraph process. For the particle's position (X(t), Y (t)), t > 0, we obtain the explicit conditional distribution when the number of changes of direction is fixed. From this, we derive the explicit probability law f (x, y, t) of (X(t), Y (t)) and show that the density p(x, y, t) of its absolutely continuous component is the fundamental solution to the planar wave equation with damping. We also show that, under the usual Kac condition on the velocity c and the intensity λ of the Poisson process, the density p tends to the transition density of planar Brownian motion. Some discussions concerning the probabilistic structure of wave diffusion with damping are presented and some applications of the model are sketched.

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We consider the planar random motion of a particle that moves with constant finite speed c and, at Poisson-distributed times, changes its direction θ with uniform law in [0, 2π). This model represents the natural two-dimensional counterpart of the well-known Goldstein–Kac telegraph process. For the particle's position (X(t), Y(t)), t > 0, we obtain the explicit conditional distribution when the number of changes of direction is fixed. From this, we derive the explicit probability law f(x, y, t) of (X(t), Y(t)) and show that the density p(x, y, t) of its absolutely continuous component is the fundamental solution to the planar wave equation with damping. We also show that, under the usual Kac condition on the velocity c and the intensity λ of the Poisson process, the density p tends to the transition density of planar Brownian motion. Some discussions concerning the probabilistic structure of wave diffusion with damping are presented and some applications of the model are sketched.

The paper starts by giving a motivation for this research and justifying the considered stochastic diffusion models for cosmic microwave background radiation studies. Then it derives the exact solution in terms of a series expansion to a hyperbolic diffusion equation on the unit sphere. The Cauchy problem with random initial conditions is studied. All assumptions are stated in terms of the angular power spectrum of the initial conditions. An approximation to the solution is given and analysed by finitely truncating the series expansion. The upper bounds for the convergence rates of the approximation errors are derived. Smoothness properties of the solution and its approximation are investigated. It is demonstrated that the sample Hölder continuity of these spherical fields is related to the decay of the angular power spectrum. Numerical studies of approximations to the solution and applications to cosmic microwave background data are presented to illustrate the theoretical results.

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This paper investigates solutions of hyperbolic diffusion equations in R 3 with random initial conditions. The solutions are given as spatial-temporal random fields. Their restrictions to the unit sphere S 2 are studied. All assumptions are formulated in terms of the angular power spectrum or the spectral measure of the random initial conditions. Approximations to the exact solutions are given. Upper bounds for the meansquare convergence rates of the approximation fields are obtained. The smoothness properties of the exact solution and its approximation are also investigated. It is demonstrated that the Hölder-type continuity of the solution depends on the decay of the angular power spectrum. Conditions on the spectral measure of initial conditions that guarantee short or long-range dependence of the solutions are given. Numerical studies are presented to verify the theoretical findings.Stochastic partial differential equations; Hyperbolic diffusion equation; Spherical random field; Hölder continuity; Long-range dependence; Approximation errors; Cosmic microwave background arXiv:1912.08378v1 [math.PR]