Você está aqui: Entrada Eventos Seminários do GFM Geometric Deviation From Lévy’s Occupation Time Arcsine Law
Acções do Documento

Geometric Deviation From Lévy’s Occupation Time Arcsine Law

Seminário do GFM
IIIUL, Sala B3-01
2014-03-24 14:30 .. 15:30
Adicionar evento ao calendário:   vCal    iCal

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.