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Title: Brownian excursions into an interval
Speaker: Navin Kashyap IISc, Bangalore
Date: 30 April 2014
Time: 2:00pm
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: chair.math[at]iisc[dot]ac[dot]in
Last updated: 23 Apr 2024