An explicit formula is obtained for the 2-marginal second moment function μ_{(2,2,0,…,0)}(t) of the multidimensional symmetric Markov random flight; under Kac scaling it equals the product of two coordinate variances of m-dimensional Brownian motion.
Stochastic foundations of undulatory transport phenomena: generalized Poisson-Kac processes - Part III: Extensions and applications to kinetic theory and transport
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Exact formula for the 2-marginal second moment function of the multidimensional symmetric Markov random flight
An explicit formula is obtained for the 2-marginal second moment function μ_{(2,2,0,…,0)}(t) of the multidimensional symmetric Markov random flight; under Kac scaling it equals the product of two coordinate variances of m-dimensional Brownian motion.