Order statistics for first passage times in diffusion processes (Q1073456)

We consider the problem of the first passage times for absorption (trapping) of the first j \((j=1,2,...)\) of k, \(j<k\), identical and independent diffusing particles for the asymptotic case \(k\gg 1\). Our results are a special case of the theory of order statistics. We show that in one dimension the mean time to absorption at a boundary for the first of k diffusing particles, \(\mu_{l,k}\), goes as (ln k)\({}^{-1}\) for the set of initial conditions in which none of the k particles is located at a boundary and goes as \(k^{-2}\) for the set of initial conditions in which some of the k particles may be located at the boundary. We demonstrate that in one dimension our asymptotic results \((k\gg 1)\) are independent of the potential field in which the diffusion takes place for a wide class of potentials. We conjecture that our results are independent of dimension and produce some evidence supporting this conjecture. We conclude with a discussion of the possible import of these results on diffusion-controlled rate processes.