Exact distribution of the maximal height of p vicious walkers
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Publication:3107623
DOI10.1103/PHYSREVLETT.101.150601zbMATH Open1228.82038arXiv0807.0522OpenAlexW2135293838WikidataQ79823466 ScholiaQ79823466MaRDI QIDQ3107623FDOQ3107623
Authors: Satya N. Majumdar, Alain Comtet, Julien Randon-Furling, Grégory Schehr 
Publication date: 26 December 2011
Published in: Physical Review Letters (Search for Journal in Brave)
Abstract: Using path integral techniques, we compute exactly the distribution of the maximal height H_p of p nonintersecting Brownian walkers over a unit time interval in one dimension, both for excursions (p-watermelons with a wall) and bridges (p-watermelons without a wall), for all integer pge 1. For large p, we show that < H_p > sim sqrt{2p} (excursions) whereas < H_p > sim sqrt{p} (bridges). Our exact results prove that previous numerical experiments only measured the pre-asymptotic behaviors and not the correct asymptotic ones. In addition, our method establishes a physical connection between vicious walkers and random matrix theory.
Full work available at URL: https://arxiv.org/abs/0807.0522
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Cited In (44)
- Multiple phases and vicious walkers in a wedge
- Random convex hulls and extreme value statistics
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- Optimal potentials for diffusive search strategies
- Noncolliding Brownian motion with drift and time-dependent Stieltjes-Wigert determinantal point process
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- Reunion probability of \(N\) vicious walkers: typical and large fluctuations for large \(N\)
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