Some Analytical Properties of the Laplace Transform of the Characteristic Function of the Three-Dimensional Markov Random [Articol]

Abstract

The analytical properties of the Laplace transform of the characteristic function of the three-dimensional symmetric Markov random flight, are studied. The only singular point (ordinary pole) and the residue at this point are evaluated, which gives the first coefficient (by the negative power of complex variable) in the Laurent decomposition of the Laplace-Fourier transform of the transition density of the process.