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arXiv · 2308.16709

Dynamics at the edge for independent diffusing particles

Pierre Le Doussal
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Abstract

We study the dynamics of the outliers for a large number of independent Brownian particles in one dimension. We derive the multi-time joint distribution of the position of the rightmost particle, by two different methods. We obtain the two time joint distribution of the maximum and second maximum positions, and study the counting statistics at the edge. Finally we derive the multi-time joint distribution of the running maximum, as well as the joint distribution of the arrival time of the first particle at several space points.

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Pierre Le Doussal. 2023-08-31. Dynamics at the edge for independent diffusing particles. https://arxiv.org/abs/2308.16709

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