arXiv · 1006.5834
Maximum Distance Between the Leader and the Laggard for Three Brownian Walkers
Abstract
We consider three independent Brownian walkers moving on a line. The process terminates when the left-most walker (the `Leader') meets either of the other two walkers. For arbitrary values of the diffusion constants D_1 (the Leader), D_2 and D_3 of the three walkers, we compute the probability distribution P(m|y_2,y_3) of the maximum distance m between the Leader and the current right-most particle (the `Laggard') during the process, where y_2 and y_3 are the initial distances between the leader and the other two walkers. The result has, for large m, the form P(m|y_2,y_3) \sim A(y_2,y_3) m^{-δ}, where δ= (2π-θ)/(π-θ) and θ= cos^{-1}(D_1/\sqrt{(D_1+D_2)(D_1+D_3)}. The amplitude A(y_2,y_3) is also determined exactly.
Explore related subjects
Keep this discovery
Explore connections, maps & timelines
Satya N. Majumdar, Alan J. Bray. 2010-06-30. Maximum Distance Between the Leader and the Laggard for Three Brownian Walkers. https://doi.org/10.1088/1742-5468%2F2010%2F08%2Fp08023
Cite the original work for its findings. Save a collection to share your selection of sources.