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Article

Overlap of two Brownian trajectories: exact results for scaling functions

Tamm M., Stadnichuk V., Ilyina A., Grebenkov D.

We consider two random walkers starting at the same time t = 0 from different points in space separated by a given distance R. We compute the average volume of the space visited by both walkers up to time t as a function of R and t and dimensionality of space d. For d < 4, this volume, after proper renormalization, is shown to be expressed through a scaling function of a single variable R^2/t. We provide general integral formulas for scaling functions for arbitrary dimensionality d < 4. In contrast, we show that no scaling function exists for higher dimensionalities d more or equal to 4.