##### Venue: LH-1, Department of Mathematics, IISc

The dynamics of excursions of Brownian motion into a set with more than one boundary point , which no longer have the structure of a Poisson process, requires an extension of Ito’s excursion theory , due to B.Maisonneuve. In this talk we provide a `bare hands’ calculation of the relevant objects - local time, excursion measure - in the simple case of Brownian excursions into an interval (a,b), without using the Maisonneuve theory. We apply these computations to calculate the asymptotic distribution of excursions into an interval, straddling a fixed time t, as t goes to infinity.

Contact: +91 (80) 2293 2711, +91 (80) 2293 2265
E-mail: chairman.math[at]iisc[dot]ac[dot]in