Maximal Distance Travelled by N Vicious Walkers Till Their Survival
نویسندگان
چکیده
منابع مشابه
Distribution of the time at which N vicious walkers reach their maximal height.
We study the extreme statistics of N nonintersecting Brownian motions (vicious walkers) over a unit time interval in one dimension. Using path-integral techniques we compute exactly the joint distribution of the maximum M and of the time τ(M) at which this maximum is reached. We focus in particular on nonintersecting Brownian bridges ("watermelons without wall") and nonintersecting Brownian exc...
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ژورنال
عنوان ژورنال: Journal of Statistical Physics
سال: 2014
ISSN: 0022-4715,1572-9613
DOI: 10.1007/s10955-014-1064-1