A cyclic random motion in $\mathbb{R}^3$ driven by geometric counting processes

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Abstract

Abstract We consider the random motion of a particle that moves with constant velocity in $\mathbb{R}^3$. The particle can move along four directions with different speeds that are attained cyclically. It follows that the support of the stochastic process describing the particle's position at time $t$ is a tetrahedron.We assume that the sequence of sojourn times along each direction follows a geometric counting process (GCP). When the initial velocity is fixed, we obtain the explicit form of the probability law of the process $\boldsymbol{X}(t) = (X_1(t);X_2(t);X_3(t))$, $t > 0$, for the particle's position. We also investigate the limiting behavior of the related probability density when the intensities of the four GCPs tend to infinity.Furthermore, we show that the process does not admit a stationary density.Finally, we introduce the first-passage-time problem for the first component of $\boldsymbol{X}(t)$ through a constant positive boundary $\beta > 0$ providing the bases for future developments. MSC Classification: 60K99 , 60K50 ORCID: Antonella Iuliano: Orcid 0000-0001-8541-8120 Gabriella Verasani: Orcid 0009-0000-4994-1694

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last seen: 2026-05-19T01:45:01.086888+00:00