Tid: 8 maj 2000 kl 1515-1700
Plats : Seminarierummet 3733, Institutionen för matematik, KTH, Lindstedts väg 25, plan 7. Karta!
Föredragshållare: Andreas Lindell, Matematisk statistik, KTH .
Titel: Numerical investigations of the distributions of the longest excursions in tied down simple Random Walks and Brownian Bridges
Sammanfattning:
We will study the distributions of the longest excursion in tied down simple random walks and the longest excursions in the Brownian bridge. New results are presented, numerically investigated and related to old results. The distributions for the longest excursions in the Brownian bridge are apprehended by passing to the limit in the random walk.