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Bibliographic Details
Main Authors: Mori, Francesco, Majumdar, Satya N., Vivo, Pierpaolo
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2403.16152
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Table of Contents:
  • We consider a discrete-time random walk on a line starting at $x_0\geq 0$ where a cost is incurred at each jump. We obtain an exact analytical formula for the distribution of the total cost of a trajectory until the process crosses the origin for the first time. The formula is valid for arbitrary jump distribution and cost function (heavy- and light-tailed alike), provided they are symmetric and continuous. We analyze the formula in different scaling regimes, and find a high degree of universality with respect to the details of the jump distribution and the cost function. Applications are given to the motion of an active run-and-tumble particle in one dimension and extensions to multiple cost variables are considered. The analytical results are in perfect agreement with numerical simulations.