Том 71
№ 7

All Issues

Roitman A. B.

Articles: 1
Brief Communications (Russian)

Rarefaction of moving diffusion particles

Gasanenko V. A., Roitman A. B.

↓ Abstract   |   Full text (.pdf)

Ukr. Mat. Zh. - 2004. - 56, № 5. - pp. 691-694

We investigate a flow of particles moving along a tube together with gas. The dynamics of particles is determined by a stochastic differential equation with different initial states. The walls of the tube absorb particles. We prove that if the incoming flow of particles is determined by a random Poisson measure, then the number of remained particles is characterized by the Poisson distribution. The parameter of this distribution is constructed by using a solution of the corresponding parabolic boundary-value problem.