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Probability distribution of time at which 2 random walks meet

Mathematics Asked by DeltaChief on February 15, 2021

For a research project I was given a result, which describes the time distribution for the meeting time of two superdiffusive random walks (superdiffusive random walks don’t have a standard deviation $sim sqrt{t}$, but rather of a higher power, in this case we have the standard deviation $sim t^{2/3}$).

Specifically, we have two random walks, which start at the same time, but with a certain distance $l$ apart. The distribution which I was given now describes the probability distribution for the time at which the two walks will meet as:
$$
hat p(t,l) = frac{pi l}{sqrt{2cdot5 t^{4/3}}}exp{frac{-pi l^2}{2cdot5t^{4/3}}}
$$

I am struggling with deriving/understanding this result. I have done some digging and found out that the probability for such a random walk beeing located at spacial coordinate $x$ at time $t$ is given by
$$
p(x,t) = frac{1}{sqrt{4pi D t^{4/3}}}exp{frac{-x^2}{4Dt^{4/3}}}
$$

where $Din mathbb R$ is some constant, which will shift the value of the standard deviation.

I think the upper result should be derivable from the lower one somehow, but I can’t figure out how. Maybe someone has some ideas or tipps for a derivation. Thank you very much in advance!

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