Position distribution in a generalised run and tumble process
David S. Dean, Satya N. Majumdar, Hendrik Schawe

TL;DR
This paper analyzes a generalized run and tumble process with a parameter n, revealing a localization transition at n=1/2, and provides exact results for mean squared displacement, position distribution, and large deviation properties for all n>0.
Contribution
It introduces an analytically continued model of run and tumble dynamics for any positive n, deriving exact displacement and distribution results, and identifying a localization transition at n=1/2.
Findings
Mean squared displacement scales as t^{2n-1} for n>1/2
Position distribution approaches stationarity for n<1/2
Large deviation rate function Φ_n(z) computed analytically for all n>0
Abstract
We study a class of stochastic processes of the type where is a positive integer and represents an `active' telegraphic noise that flips from one state to the other with a constant rate . For , it reduces to the standard run and tumble process for active particles in one dimension. This process can be analytically continued to any including non-integer values. We compute exactly the mean squared displacement at time for all and show that at late times while it grows as for , it approaches a constant for . In the marginal case , it grows very slowly with time as . Thus the process undergoes a {\em localisation} transition at . We also show that the position distribution remains time-dependent even at late times for , but…
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
