Exact moments for a run-and-tumble particle with a finite tumble time in a harmonic trap

We study the problem of a run-and-tumble particle in a harmonic trap, with a finite run-and-tumble time, by direct integration of the equation of motion. An exact one-dimensional steady state distribution is obtained. Diagram laws and a programmable Volterra difference equation are derived to calculate any order of moments in any dimension, both for the steady state as well as the time Laplace transform for the intermediate states. We finally infer the complete distribution from the moments by considering a Gaussian quadrature for the corresponding measure and from the scaling law of higher order moments.