Tata Institute of Fundamental Research
The Past and Future of Brownian Motion
Seminar
Speaker:
Krishna B. Athreya (Iowa State University
Department of Statistics and Statistical Laboratory
Snedecor Hall
Ames IA 50011-1210
United States of America)
Organiser:
Sandeep K Juneja
Date:
Friday, 14 Feb 2014, 11:00 to 12:00
Venue:
AG-77
(Scan to add to calendar)
Abstract:
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. We show that this converges weakly to a proper probability measure on C(R).
| Speaker: | Krishna B. Athreya (Iowa State University Department of Statistics and Statistical Laboratory Snedecor Hall Ames IA 50011-1210 United States of America) |
| Organiser: | Sandeep K Juneja |
| Date: | Friday, 14 Feb 2014, 11:00 to 12:00 |
| Venue: | AG-77 |
(Scan to add to calendar)
Abstract:
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. We show that this converges weakly to a proper probability measure on C(R).