The Exact Asymptotic of the Time to Collision
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1. | Title | Title of document | The Exact Asymptotic of the Time to Collision |
2. | Creator | Author's name, affiliation, country | Zbigniew Puchala; Wroclaw University |
2. | Creator | Author's name, affiliation, country | Tomasz Rolski; Wroclaw University |
3. | Subject | Discipline(s) | |
3. | Subject | Keyword(s) | continuous time random walk; Brownian motion; collision time; skew Young tableaux; tandem queue |
3. | Subject | Subject classification | 60J27; 60J65 |
4. | Description | Abstract | In this note we consider the time of the collision $\tau$ for $n$ independent copies of Markov processes $X^1_t,. . .,X^n_t$, each starting from $x_i$,where $x_1 <. . .< x_n$. We show that for the continuous time random walk $P_{x}(\tau > t) = t^{-n(n-1)/4}(Ch(x)+o(1)),$ where $C$ is known and $h(x)$ is the Vandermonde determinant. From the proof one can see that the result also holds for $X_t$ being the Brownian motion or the Poisson process. An application to skew standard Young tableaux is given. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | partially supported by KBN Grant No 2 P03A 020 23 (2002-2004) |
7. | Date | (YYYY-MM-DD) | 2005-11-18 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
10. | Identifier | Uniform Resource Identifier | http://ejp.ejpecp.org/article/view/291 |
10. | Identifier | Digital Object Identifier | 10.1214/EJP.v10-291 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Journal of Probability; Vol 10 |
12. | Language | English=en | |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
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