Killing random motions with finite velocity

Abstract

In this paper, we study finite-velocity random motions subject to a killing mechanism acting at direction changes: at each change of direction, the motion is killed with a fixed probability and remains at its current position thereafter. We first consider the one-dimensional case of a standard telegraph process. We derive the exact distribution of the position at the killing time and show that it is Laplace distributed. We also characterize the law of the process conditional on survival up to a fixed time, proving that it coincides with that of a standard telegraph process driven by a thinned Poisson process with reduced switching intensity. We further derive the full time-dependent distribution of the killed process, including both its absolutely continuous and singular components. We then extend the analysis to a planar finite-velocity random motion with infinitely many possible directions. In this setting, we derive the distribution of the killed process and obtain an explicit representation of its density in terms of modified Bessel functions and a series involving Bessel polynomials.