First-passage exponents of multiple random walks
From MaRDI portal
Abstract: We investigate first-passage statistics of an ensemble of N noninteracting random walks on a line. Starting from a configuration in which all particles are located in the positive half-line, we study S_n(t), the probability that the nth rightmost particle remains in the positive half-line up to time t. This quantity decays algebraically, S_n (t) ~ t^{-beta_n}, in the long-time limit. Interestingly, there is a family of nontrivial first-passage exponents, beta_1<beta_2<...<beta_{N-1}; the only exception is the two-particle case where beta_1=1/3. In the N-->infinity limit, however, the exponents attain a scaling form, beta_n(N)--> beta(z) with z=(n-N/2)/sqrt{N}. We also demonstrate that the smallest exponent decays exponentially with N. We deduce these results from first-passage kinetics of a random walk in an N-dimensional cone and confirm them using numerical simulations. Additionally, we investigate the family of exponents that characterizes leadership statistics of multiple random walks and find that in this case, the cone provides an excellent approximation.
Recommendations
- Exponential moments of first passage times and related quantities for random walks
- On first passage time structure of random walks
- First passage times for perturbed random walks
- First-passage times for random walks with nonidentically distributed increments
- First passage times for correlated random walks and some generalizations
- A characterization of first passage time distributions for random walks
Cited in
(11)- Leadership exponent in the pursuit problem for 1-D random particles
- Kinetics of first passage in a cone
- Multiplicative Approximations of Random Walk Transition Probabilities
- Scaling exponent for incremental records
- Irreversible reactions and diffusive escape: stationary properties
- Statistical properties of sites visited by independent random walks
- Conformation-dependent sequence design of polymer chains in melts
- Infinite system of random walkers: winners and losers
- On sequences of records generated by planar random walks
- Exponential moments of first passage times and related quantities for random walks
- On the first hitting time of a high-dimensional orthant
This page was built for publication: First-passage exponents of multiple random walks
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3066032)
