Exact distributions of cover times for N independent random walkers in one dimension

Satya N. Majumdar, Sanjib Sabhapandit, and Grégory Schehr
Phys. Rev. E 94, 062131 – Published 21 December 2016

Abstract

We study the probability density function (PDF) of the cover time tc of a finite interval of size L by N independent one-dimensional Brownian motions, each with diffusion constant D. The cover time tc is the minimum time needed such that each point of the entire interval is visited by at least one of the N walkers. We derive exact results for the full PDF of tc for arbitrary N1 for both reflecting and periodic boundary conditions. The PDFs depend explicitly on N and on the boundary conditions. In the limit of large N, we show that tc approaches its average value of tcL2/(16DlnN) with fluctuations vanishing as 1/(lnN)2. We also compute the centered and scaled limiting distributions for large N for both boundary conditions and show that they are given by nontrivial N independent scaling functions.

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  • Received 21 September 2016

DOI:https://doi.org/10.1103/PhysRevE.94.062131

©2016 American Physical Society

Physics Subject Headings (PhySH)

Statistical Physics & Thermodynamics

Authors & Affiliations

Satya N. Majumdar1, Sanjib Sabhapandit2, and Grégory Schehr1

  • 1LPTMS, CNRS, Université Paris-Sud, Université Paris-Saclay, 91405 Orsay, France
  • 2Raman Research Institute, Bangalore 560080, India

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Vol. 94, Iss. 6 — December 2016

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