Position distribution in a generalised run and tumble process (2009.01487v1)

Abstract: We study a class of stochastic processes of the type $\frac{d^n x}{dt^n}= v_0\, \sigma(t)$ where $n>0$ is a positive integer and $\sigma(t)=\pm 1$ represents an `active' telegraphic noise that flips from one state to the other with a constant rate $\gamma$. For $n=1$, it reduces to the standard run and tumble process for active particles in one dimension. This process can be analytically continued to any $n>0$ including non-integer values. We compute exactly the mean squared displacement at time $t$ for all $n>0$ and show that at late times while it grows as $\sim t^{2n-1}$ for $n>1/2$, it approaches a constant for $n<1/2$. In the marginal case $n=1/2$, it grows very slowly with time as $\sim \ln t$. Thus the process undergoes a {\em localisation} transition at $n=1/2$. We also show that the position distribution $p_n(x,t)$ remains time-dependent even at late times for $n\ge 1/2$, but approaches a stationary time-independent form for $n<1/2$. The tails of the position distribution at late times exhibit a large deviation form, $p_n(x,t)\sim \exp\left[-\gamma\, t\, \Phi_n\left(\frac{x}{x^*(t)}\right)\right]$, where $x^*(t)= v_0\, t^n/\Gamma(n+1)$. We compute the rate function $\Phi_n(z)$ analytically for all $n>0$ and also numerically using importance sampling methods, finding excellent agreement between them. For three special values $n=1$, $n=2$ and $n=1/2$ we compute the exact cumulant generating function of the position distribution at all times $t$.