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arxiv: 1402.3964 · v1 · pith:OPVOBBE6new · submitted 2014-02-17 · ❄️ cond-mat.stat-mech · cond-mat.dis-nn· math-ph· math.MP· math.PR

Maximal distance travelled by N vicious walkers till their survival

classification ❄️ cond-mat.stat-mech cond-mat.dis-nnmath-phmath.MPmath.PR
keywords distancedistributionfunctionmathcalmaximaloriginparticlesprobability
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We consider $N$ Brownian particles moving on a line starting from initial positions ${\bf{u}}\equiv \{u_1,u_2,\dots u_N\}$ such that $0<u_1 < u_2 < \cdots < u_N$. Their motion gets stopped at time $t_s$ when either two of them collide or when the particle closest to the origin hits the origin for the first time. For $N=2$, we study the probability distribution function $p_1(m|{\bf{u}})$ and $p_2(m|{\bf{u}})$ of the maximal distance travelled by the $1^{\text{st}}$ and $2^{\text{nd}}$ walker till $t_s$. For general $N$ particles with identical diffusion constants $D$, we show that the probability distribution $p_N(m|{\bf u})$ of the global maximum $m_N$, has a power law tail $p_i(m|{\bf{u}}) \sim {N^2B_N\mathcal{F}_{N}({\bf u})}/{m^{\nu_N}}$ with exponent $\nu_N =N^2+1$. We obtain explicit expressions of the function $\mathcal{F}_{N}({\bf u})$ and of the $N$ dependent amplitude $B_N$ which we also analyze for large $N$ using techniques from random matrix theory. We verify our analytical results through direct numerical simulations.

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