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Volume of the domain visited byN spherical Brownian particles

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Abstract

The average value and variance of the volume of the domain visited in timet byN spherical Brownian particles starting initially at the same point are presented as quadratures of the solutions of simple diffusion problems of the survival of a point Brownian particle in the presence of one and two spherical traps. As an illustration, explicit time dependences are obtained for the average volume in one and three dimensions.

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Communicated by G. Weiss

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Berezhkovskii, A.M. Volume of the domain visited byN spherical Brownian particles. J Stat Phys 76, 1089–1097 (1994). https://doi.org/10.1007/BF02188701

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  • DOI: https://doi.org/10.1007/BF02188701

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