Dynamics at the edge for independent diffusing particles

We study the dynamics of the outliers for a large number of independent Brownian particles in one dimension. We derive the multitime joint distribution of the position of the rightmost particle, by two different methods. We obtain the two-time joint distribution of the maximum and second maximum positions, and we study the counting statistics at the edge. Finally, we derive the multitime joint distribution of the running maximum, as well as the joint distribution of the arrival time of the first particle at several space points.