Colloquium


DATE2020-05-28 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

TITLEOn 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.