Abstract:
We consider the symmetric Markovian random evolution $\mathbf X(t)$ in the Euclidean plane $\mathbb R^2$ starting from a random point whose coordinates are the independent standard Gaussian random variables. The integral and series representations of the transition density of $\mathbf X(t)$ are obtained.
Keywords and phrases:random motion, finite speed, random evolution, random flight, transport process, distribution, Bessel function, Gaussian density, random start point.