The exact asymptotic of the collision time tail distribution for independent Brownian particles with different drifts

Zbigniew Puchała, Tomasz Rolski

In this note we consider the time of the collision $\tau$ for $n$ independent Brownian motions $X_t^1,...,X_t^n$ with drifts $a_1,...,a_n$, each starting from $x=(x_1,...,x_n)$, where…