Modern Stochastics: Theory and Applications (Dec 2018)

Probability distributions for the run-and-tumble models with variable speed and tumbling rate

  • Luca Angelani,
  • Roberto Garra

DOI
https://doi.org/10.15559/18-VMSTA127
Journal volume & issue
Vol. 6, no. 1
pp. 3 – 12

Abstract

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In this paper we consider a telegraph equation with time-dependent coefficients, governing the persistent random walk of a particle moving on the line with a time-varying velocity $c(t)$ and changing direction at instants distributed according to a non-stationary Poisson distribution with rate $\lambda (t)$. We show that, under suitable assumptions, we are able to find the exact form of the probability distribution. We also consider the space-fractional counterpart of this model, finding the characteristic function of the related process. A conclusive discussion is devoted to the potential applications to run-and-tumble models.

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