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arxiv: 0807.0522 · v2 · submitted 2008-07-03 · ❄️ cond-mat.stat-mech · cond-mat.dis-nn· math-ph· math.CO· math.MP· math.PR

Exact distribution of the maximal height of p vicious walkers

classification ❄️ cond-mat.stat-mech cond-mat.dis-nnmath-phmath.COmath.MPmath.PR
keywords walkersbridgesdistributionexactexcursionsheightmaximalp-watermelons
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Using path integral techniques, we compute exactly the distribution of the maximal height H_p of p nonintersecting Brownian walkers over a unit time interval in one dimension, both for excursions (p-watermelons with a wall) and bridges (p-watermelons without a wall), for all integer p\ge 1. For large p, we show that < H_p > \sim \sqrt{2p} (excursions) whereas < H_p > \sim \sqrt{p} (bridges). Our exact results prove that previous numerical experiments only measured the pre-asymptotic behaviors and not the correct asymptotic ones. In addition, our method establishes a physical connection between vicious walkers and random matrix theory.

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