title: Distribution of the time at which N vicious walkers reach their maximal height.
abstract: We study the extreme statistics of N nonintersecting Brownian motions (vicious walkers) over a unit time interval in one dimension. Using path-integral techniques we compute exactly the joint distribution of the maximum M and of the time τ(M) at which this maximum is reached. We focus in particular on nonintersecting Brownian bridges ("watermelons without wall") and nonintersecting Brownian excursions ("watermelons with a wall"). We discuss in detail the relationships between such vicious walkers models in watermelon configurations and stochastic growth models in curved geometry on the one hand and the directed polymer in a disordered medium (DPRM) with one free end point on the other hand. We also check our results using numerical simulations of Dyson's Brownian motion and confront them with numerical simulations of the polynuclear growth model (PNG) and of a model of DPRM on a discrete lattice. Some of the results presented here were announced in a recent letter [J. Rambeau and G. Schehr, Europhys. Lett. 91, 60006 (2010)].
authors.affiliation: Laboratoire de Physique Théorique d'Orsay, Université Paris Sud 11 and CNRS, Orsay, France. joachim.rambeau@th.u-psud.fr
authors.forename: Joachim
authors.initials: J
authors.lastname: Rambeau
authors.forename: Grégory
authors.initials: G
authors.lastname: Schehr