Abstract In this note we consider the time of the collision $tau$ for $n$ independent copies of Markov processes $X^1_t,. . .,X^n_t$, each starting from $x_i$,where $x_1 t) = t^{-n(n-1)/4}(Ch(x)+o(1)),$ where $C$ is known and $h(x)$ is the Vandermonde determinant. From the proof one can see that the result also holds for $X_t$ being the Brownian motion or the Poisson process. An application to skew standard Young tableaux is given.

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Data aktualizacji: 18/02/2016 - 15:10; autor zmian: Piotr Gawron (gawron@iitis.pl)