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Ordering of random walks: the leader and the laggard

D ben-Avraham1, B M Johnson1, C A Monaco1, P L Krapivsky2 and S Redner2

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We investigate two complementary problems related to maintaining the relative positions of N random walks on the line: (i) the leader problem, that is, the probability Script LN(t) that the leftmost particle remains the leftmost as a function of time and (ii) the laggard problem, the probability Script RN(t) that the rightmost particle never becomes the leftmost. We map these ordering problems onto an equivalent (N − 1)-dimensional electrostatic problem. From this construction we obtain a very accurate estimate for Script LN(t) for N = 4, the first case that is not exactly solvable: Script L4(t) propto t−β4, with β4 = 0.91342(8). The probability of being the laggard also decays algebraically, Script RN(t) propto t−γN; we derive γ2 = 1/2, γ3 = 3/8, and argue that γNN−1 ln N as N.


PACS

05.40.Fb Random walks and Levy flights

02.50.Cw Probability theory

MSC

60Axx Foundations of probability theory

82B41 Random walks, random surfaces, lattice animals, etc. (See also 60G50, 82C41)

Subjects

Computational physics

Statistical physics and nonlinear systems

Dates

Issue 7 (21 February 2003)

Received 28 October 2002, in final form 6 January 2003

Published 5 February 2003



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