On the joint residence time ofNindependent two-dimensional Brownian motions

DOI10.1088/0305-4470/36/26/301MaRDI QIDQ4466326zbMATH OpenOpenAlexFDO

Authors

Publication date 9 June 2004

Published in Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/cond-mat/0309657

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Abstract: We study the behavior of several joint residence times of N independent Brownian particles in a disc of radius $R$ in two dimensions. We consider: (i) the time T_N(t) spent by all N particles simultaneously in the disc within the time interval [0,t]; (ii) the time T_N^{(m)}(t) which at least m out of N particles spend together in the disc within the time interval [0,t]; and (iii) the time { ilde T}_N^{(m)}(t) which exactly m out of N particles spend together in the disc within the time interval [0,t]. We obtain very simple exact expressions for the expectations of these three residence times in the limit t oinfty.

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