The Past and Future of Brownian Motion

Speaker:

Krishna B. Athreya

Affiliation:

Iowa State University
Department of Statistics and Statistical Laboratory
Snedecor Hall
Ames IA 50011-1210
United States of America

Time:

Friday, 14 February 2014, 11:00 to 12:00

• 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).