  We study a class of stochastic processes of the type $\frac{d^n x}{dt^n}=
v_0\, \sigma(t)$ where $n>0$ is a positive integer and $\sigma(t)=\pm 1$
represents an `active' telegraphic noise that flips from one state to the other
with a constant rate $\gamma$. For $n=1$, it reduces to the standard run and
tumble process for active particles in one dimension. This process can be
analytically continued to any $n>0$ including non-integer values. We compute
exactly the mean squared displacement at time $t$ for all $n>0$ and show that
at late times while it grows as $\sim t^{2n-1}$ for $n>1/2$, it approaches a
constant for $n<1/2$. In the marginal case $n=1/2$, it grows very slowly with
time as $\sim \ln t$. Thus the process undergoes a {\em localisation}
transition at $n=1/2$. We also show that the position distribution $p_n(x,t)$
remains time-dependent even at late times for $n\ge 1/2$, but approaches a
stationary time-independent form for $n<1/2$. The tails of the position
distribution at late times exhibit a large deviation form, $p_n(x,t)\sim
\exp\left[-\gamma\, t\, \Phi_n\left(\frac{x}{x^*(t)}\right)\right]$, where
$x^*(t)= v_0\, t^n/\Gamma(n+1)$. We compute the rate function $\Phi_n(z)$
analytically for all $n>0$ and also numerically using importance sampling
methods, finding excellent agreement between them. For three special values
$n=1$, $n=2$ and $n=1/2$ we compute the exact cumulant generating function of
the position distribution at all times $t$.
