AVVISO di SEMINARIO

Meander, excursion and last passage time of Brownian motion with drift

Prof. Enzo Orsingher Dipartimento di Scienze Statistiche, Università La Sapienza, Roma

Abstract: In this talk a generalized Brownian meander with drift is considered. The weak limit is studied and the tightness conditions investigated when the initial position converges to the lower bound of the meander. The maximal distribution is obtained and generalizes the distribution of the maximum of the driftless meander. We obtain a representation of the meander involving the last return to zero of the Brownian motion. In the same spirit also the excursion of the Brownian motion with drift is examined and its maximal distribution discussed.

Il seminario si terrà il giorno 13 Luglio 2018 ore 12:30 nella Aula E terzo livello del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli.

Enrica Pirozzi