Speaker: Prof. Krishna Athreya, Professor Emeritus, Departments of
mathematics and statistics, Iowa State University, USA.
Date and Time: 23/8/2018 (Thursday) at 3:30 PM
Venue: MZ 195, Committee Room, Department of Mathematics
Title: Standard Brownian Motion
Abstract: In this talk, an explicit construction of standard Brownian motion (SBM) using N(0,1) random variables and Haar functions will be described. We shall also discuss the Paley-Wiener-Zygmund(1933) theorem on the support of SBM by non-differentiable paths. An ergodic theorem of Kallianpur and Robbins will also be described.