Exact distribution of the maximal height of p vicious walkers
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Publication:3107623
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.
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