Tid: 17 november 2003 kl 1515-1600

Plats : Seminarierummet 3733, Institutionen för matematik, KTH, Lindstedts väg 25, plan 7. Karta!

Föredragshållare: Erik Forssell

Titel: Investigation of excursions in Brownian motion. (Examensarbete)


This thesis studies the distributions of the longest and second longest excursions in a standard Wiener process focusing on finding explicit analytical expressions by means of calculation of residues. Two main variables are investigated over an interval of unit length, the lengths of the complete excursions and the lengths of the excursions in the full interval. For reference the expressions of the excursions lengths in a Brownian bridge are also presented.

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