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.
2019
exact marginal probability distribution; run-and-tumble models; Telegraph equation with time-dependent velocity
01 Pubblicazione su rivista::01a Articolo in rivista
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]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/1554548
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