Ju-Yi Yen

University of Cincinnati

On excursions inside an excursion

Probability Seminar

10th October 2018, 4:00 pm – 5:00 pm
Howard House, 2nd floor seminar room

The distribution of ranked heights of excursions of a Brownian bridge is given in a paper by Pitman and Yor. In this talk, we consider excursions of a Brownian excursion above a certain level. We study the maximum heights of these excursions as Pitman and Yor did for excursions of a Brownian bridge.

Organisers: Tyler Helmuth, Ofer Busani

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