Please note that updated Statistical Laboratory seminar lists are shown
on our web page at
http://www.statslab.cam.ac.uk/Seminars/statsemeast2000.html
SEMINARS
STATISTICAL LABORATORY
UNIVERSITY OF CAMBRIDGE
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* ALL INTERESTED ARE WELCOME *
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Friday 5 May 2000
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Seminars are in Meeting Room 12, Centre for Mathematical Sciences
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2pm Mihael Perman, Institute for Mathematics, Physics and Mechanics,
Ljubljana
A DECOMPOSITION RESULT FOR BROWNIAN MOTION
The path of standard BM up to an independent exponential
time can be decomposed into two independent pieces and
their laws can be described simply. In the talk I will use
excursions to give a simple and quick proof, and then in turn
show how one can use the decomposition to derive distributions
of various functionals of BM or Brownian bridge.
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Seminar organizer: Susan Pitts
Please see also the /~grg/seminars/probsem.html - Informal Probability
Seminars.
UNIVERSITY OF CAMBRIDGE
STATISTICAL LABORATORY
CENTRE FOR MATHEMATICAL SCIENCES
WILBERFORCE ROAD
CAMBRIDGE CB3 0WB
Tel: (01223) 337958
Fax: (01223) 337956
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