Dr Francesco Mori

Abstract:

We consider an active run-and-tumble particle (RTP) in d dimensions and compute exactly the probability S(t) that the x component of the position of the RTP does not change sign up to time t. When the tumblings occur at a constant rate, we show that S(t) is independent of d for any finite time t (and not just for large t), as a consequence of the celebrated Sparre Andersen theorem for discrete-time random walks in one dimension. Moreover, we show that this universal result holds for a much wider class of RTP models in which the speed v of the particle after each tumbling is random, drawn from an arbitrary probability distribution. We further demonstrate, as a consequence, the universality of the record statistics in the RTP problem.

Abstract:

We present an exact solution for the probability density function P(τ=t_{min}-t_{max}|T) of the time difference between the minimum and the maximum of a one-dimensional Brownian motion of duration T. We then generalize our results to a Brownian bridge, i.e., a periodic Brownian motion of period T. We demonstrate that these results can be directly applied to study the position difference between the minimal and the maximal heights of a fluctuating (1+1)-dimensional Kardar-Parisi-Zhang interface on a substrate of size L, in its stationary state. We show that the Brownian motion result is universal and, asymptotically, holds for any discrete-time random walk with a finite jump variance. We also compute this distribution numerically for Lévy flights and find that it differs from the Brownian motion result.