Stationary Fluctuations of Run-and-Tumble Particles
We study the stationary fluctuations of independent run-and-tumble particles. We prove that the joint densities of particles with given internal state converges to an infinite dimensional Ornstein-Uhlenbeck process. We also consider an interacting case, where the particles are subjected to exclusion. We then study the fluctuations of the total density, which is a non-Markovian Gaussian process, and obtain its covariance in closed form. By considering small noise limits of this non-Markovian Gaussian process, we obtain in a concrete example a large deviation rate function containing memory terms.
Authors
- Hidde van Wiechen
- F. Redig
Publication Details
- Journal
- Markov Processes And Related Fields
- Published
- 2024-08-26
- DOI
- https://doi.org/10.61102/1024-2953-mprf.2024.30.2.003
- Citations
- 2
- Primary Topic
- Stochastic processes and statistical mechanics
- Type
- article
- Field-Weighted Citation Impact
- 1.78