Speaker:
Krishna B. Athreya
Affiliation:
Iowa State University
Department of Statistics and Statistical Laboratory
Snedecor Hall
Ames IA 50011-1210
United States of America
Webpage:
Time:
Friday, 14 February 2014, 11:00 to 12:00
Venue:
- AG-77
Organisers:
Abstract: Let B be standard Brownian motion. Fix an interval (a,b). Condition on B(t) to be in (a,b). Look at B(u) for u<.=t and B(u) u>.=t. We show that this converges weakly to a proper probability measure on C(R).