Probability distributions for the run-and-tumble models with variable speed and tumbling rate
| Autor: | Luca Angelani, Roberto Garra |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2018 |
| Předmět: | |
| Zdroj: | Modern Stochastics: Theory and Applications, Vol 6, Iss 1, Pp 3-12 (2018) |
| Druh dokumentu: | article |
| ISSN: | 2351-6046 2351-6054 |
| DOI: | 10.15559/18-VMSTA127 |
| Popis: | 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. |
| Databáze: | Directory of Open Access Journals |
| Externí odkaz: |
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