0 Pucha{\l}a, Z. Rolski, T. 2005 Electronic Journal of Probability 10 Probab 1359-1380 11 continuous time random walk Brownian motion Collision time skew Young tableaux tandem queue Probability Theory Stochastic Processes 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 $x_1 <. . .< x_n$. We show that for the continuous time random walk $P_x(tau > t) = t^-n(n-1)/4(Ch(x)+o(1)),$ 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. http://www.math.washington.edu/~ejpecp/viewarticle.php?id=1551&layout=abstract