Exact distributions of the number of distinct and common sites visited by N independent random walkers

DOI10.1103/PHYSREVLETT.110.220602arXiv1302.2452WikidataQ86952294 ScholiaQ86952294MaRDI QIDQ6239529FDOQ6239529

Satya N. Majumdar, Grégory Schehr, Anupam Kundu

Publication date: 11 February 2013

Abstract: We study the number of distinct sites S_N(t) and common sites W_N(t) visited by N independent one dimensional random walkers, all starting at the origin, after t time steps. We show that these two random variables can be mapped onto extreme value quantities associated to N independent random walkers. Using this mapping, we compute exactly their probability distributions P_N^d(S,t) and P_N^d(W,t) for any value of N in the limit of large time t, where the random walkers can be described by Brownian motions. In the large N limit one finds that S_N(t)/sqrt{t} propto 2 sqrt{log N} + widetilde{s}/(2 sqrt{log N}) and W_N(t)/sqrt{t} propto widetilde{w}/N where widetilde{s} and widetilde{w} are random variables whose probability density functions (pdfs) are computed exactly and are found to be non trivial. We verify our results through direct numerical simulations.

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