TY - JOUR
T1 - On the joint residence time of N independent two-dimensional Brownian motions
AU - Bénichou, O.
AU - Coppey, M.
AU - Klafter, J.
AU - Moreau, M.
AU - Oshanin, G.
PY - 2003/7/4
Y1 - 2003/7/4
N2 - We study the behaviour of several joint residence times of N independent Brownian particles in a disc of radius R in two dimensions. We consider: (i) the time TN(t) spent by all W particles simultaneously in the disc within the time interval [0, t], (ii) the time TN(m)(t) which at least m out of N particles spend together in the disc within the time interval [0, t], and (iii) the time T̃N(m)(t)which exactly m out of N particles spend together in the disc within the time interval [0, t]. We obtain very simple exact expressions for the expectations of these three residence times in the limit t → ∞.
AB - We study the behaviour of several joint residence times of N independent Brownian particles in a disc of radius R in two dimensions. We consider: (i) the time TN(t) spent by all W particles simultaneously in the disc within the time interval [0, t], (ii) the time TN(m)(t) which at least m out of N particles spend together in the disc within the time interval [0, t], and (iii) the time T̃N(m)(t)which exactly m out of N particles spend together in the disc within the time interval [0, t]. We obtain very simple exact expressions for the expectations of these three residence times in the limit t → ∞.
UR - http://www.scopus.com/inward/record.url?scp=0242319573&partnerID=8YFLogxK
U2 - 10.1088/0305-4470/36/26/301
DO - 10.1088/0305-4470/36/26/301
M3 - ???researchoutput.researchoutputtypes.contributiontojournal.article???
AN - SCOPUS:0242319573
SN - 0305-4470
VL - 36
SP - 7225
EP - 7231
JO - Journal of Physics A: Mathematical and General
JF - Journal of Physics A: Mathematical and General
IS - 26
ER -