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 λ(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.
Probability distributions for the run-and-tumble models with variable speed and tumbling rate / Angelani, L.; Garra, R.. - In: MODERN STOCHASTICS: THEORY AND APPLICATIONS. - ISSN 2351-6054. - 6:1(2019), pp. 3-12. [10.15559/18-VMSTA127]
Probability distributions for the run-and-tumble models with variable speed and tumbling rate
Angelani L.;Garra R.
2019
Abstract
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 λ(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.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.