Geometric Deviation From Lévy’s Occupation Time Arcsine Law
GFM seminar
	    
	      IIIUL, Sala B3-01
	    
	    
                        
                        
                            2014-03-24 14:30
                            2014-03-24 15:30
                            2014-03-24
                            14:30
                            ..
                            15:30
                        
            
	    
            
	    
        Elton P. Hsu (Northwestern University, USA)
Lévy  showed that the total time that a standard Brownian motion stays  positive up to time 1 obeys the arcsine law. We will discuss  the deviation of this law for a Brownian motion on a Riemannian manifold  near a smooth hypersurface. The deviation has the order of the square  root of the total time and is proportional to the mean curvature of the  hypersurface. Its explicit form depends on the local time of the  transversal Brownian motion properly scaled.
This is a joint work with Cheng Ouyang at University of Illinois at Chicago.
