Exact Distribution of the Maximal Height of p Vicious Walkers

Grégory Schehr, Satya N. Majumdar, Alain Comtet, and Julien Randon-Furling
Phys. Rev. Lett. 101, 150601 – Published 8 October 2008

Abstract

Using path-integral techniques, we compute exactly the distribution of the maximal height Hp of p nonintersecting Brownian walkers over a unit time interval in one dimension, both for excursions p watermelons with a wall, and bridges p watermelons without a wall, for all integer p1. For large p, we show that Hp2p (excursions) whereas Hpp (bridges). Our exact results prove that previous numerical experiments only measured the preasymptotic behaviors and not the correct asymptotic ones. In addition, our method establishes a physical connection between vicious walkers and random matrix theory.

  • Figure
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  • Received 3 July 2008

DOI:https://doi.org/10.1103/PhysRevLett.101.150601

©2008 American Physical Society

Authors & Affiliations

Grégory Schehr1, Satya N. Majumdar2, Alain Comtet2, and Julien Randon-Furling2

  • 1Laboratoire de Physique Théorique (UMR du CNRS 8627), Université de Paris-Sud, 91405 Orsay Cedex, France
  • 2Laboratoire de Physique Théorique et et Modèles Statistiques, Université Paris-Sud, Bâtiment 100, 91405 Orsay Cedex, France

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Vol. 101, Iss. 15 — 10 October 2008

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