Colloquium | |
DATE | 2020-05-28 16:10-17:00 |
PLACE | 數學館3174教室 |
SPEAKER | 陳美如副教授(中山大學數學系) |
TITLE | On Excursions Inside an Excursion |
ABSTRACT | The distribution of ranked heights of excursions of a Brownian bridge is given in a paper by Pitman and Yor (2001). In this talk, we consider excursions of a Brownian excursion above a random level. We study the maximum heights of these excursions as Pitman and Yor did for excursions of a Brownian bridge. |