Tata Institute of Fundamental Research

The Past and Future of Brownian Motion

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

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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).