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
read the original abstract
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.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.