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arxiv: cond-mat/0309657 · v1 · submitted 2003-09-29 · ❄️ cond-mat.stat-mech

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On the joint residence time of N independent two-dimensional Brownian motions

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classification ❄️ cond-mat.stat-mech
keywords timediscparticlesintervalresidencebrownianindependentjoint
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We study the behavior of several joint residence times of N independent Brownian particles in a disc of radius $R$ in two dimensions. We consider: (i) the time T_N(t) spent by all N particles simultaneously in the disc within the time interval [0,t]; (ii) the time T_N^{(m)}(t) which at least m out of N particles spend together in the disc within the time interval [0,t]; and (iii) the time {\tilde T}_N^{(m)}(t) which exactly m out of N particles spend together in the disc within the time interval [0,t]. We obtain very simple exact expressions for the expectations of these three residence times in the limit t\to\infty.

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