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Maximum Distance Between the Leader and the Laggard for Three Brownian Walkers
We consider three independent Brownian walkers moving on a line. The process
terminates when the left-most walker (the `Leader') meets either of the other
two walkers. For arbitrary values of the diffusion constants D_1 (the Leader),
D_2 and D_3 of the three walkers, we compute the probability distribution
P(m|y_2,y_3) of the maximum distance m between the Leader and the current
right-most particle (the `Laggard') during the process, where y_2 and y_3 are
the initial distances between the leader and the other two walkers. The result
has, for large m, the form P(m|y_2,y_3) \sim A(y_2,y_3) m^{-\delta}, where
\delta = (2\pi-\theta)/(\pi-\theta) and \theta =
cos^{-1}(D_1/\sqrt{(D_1+D_2)(D_1+D_3)}. The amplitude A(y_2,y_3) is also
determined exactly