Exact formula for the 2-marginal second moment function of the multidimensional symmetric Markov random flight

Alexander D. Kolesnik

We consider the symmetric Markov random flight $\mathbf{X}(t),t>0,$ in the Euclidean space ${\mathbb{R}}^m,m\ge 3$, performed by a particle that moves in ${\mathbb{R}}^m$ with constant fi…