We consider an active Brownian particle in a $d$-dimensional harmonic trap, in the presence of translational diffusion. While the Fokker-Planck equation can not in general be solved to obtain a closed form solution of the joint distribution of positions and orientations, as we show, it can be utilized to evaluate the exact time dependence of all moments, using a Laplace transform approach. We present explicit calculation of several such moments at arbitrary times and their evolution to the steady state. In particular we compute the kurtosis of the displacement, a quantity which clearly shows the difference of the active steady state properties from the equilibrium Gaussian form. We find that it increases with activity to asymptotic saturation, but varies non-monotonically with the trap-stiffness, thereby capturing a recently observed active- to- passive re-entrant behavior.
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