![[Search]](/static/images/search.gif){kind=small}
![[A-Z Index]](/static/images/az.gif){kind=small}
![[Contact]](/static/images/contact.gif){kind=small}
![[University of Cambridge]](/static/images/identifier2.gif){kind=small}
![[Talks.cam]](/static/images/talkslogosmall.gif)
Thursday 20 October 2011, 15:00-16:00
Excursion theory for a finite-state Markov process
- đ¤ Speaker: Moritz Duembgen (University of Cambridge)
- đ Date & Time: Thursday 20 October 2011, 15:00 - 16:00
- đ Venue: CMS, MR9
Questions? Contact
Elena Yudovina
Abstract
In this little talk, we will
1. define local time and the excursion process, 2. show how the excursion process forms a Poisson Random Measure, 3. see how this result can be applied and 4. give an outlook on excursion theory and its applications for BM and other diffusions.
Series This talk is part of the Statistical Laboratory Graduate Seminars series.
Included in Lists
- All CMS events
- All Talks (aka the CURE list)
- bld31
- CMS Events
- CMS, MR9
- DPMMS info aggregator
- DPMMS lists
- DPMMS Lists
- Hanchen DaDaDash
- Interested Talks
- School of Physical Sciences
- Statistical Laboratory Graduate Seminars
- Statistical Laboratory info aggregator
Note: Ex-directory lists are not shown.