Seminar series
Date
Tue, 13 Nov 2018
16:00
16:00
Location
C5
Speaker
Dr Marcin Wisniewolski
Organisation
University of Warsaw
During the talk I will present some new computational technique based on excursion theory for Markov processes. Some new results for classical processes like Bessel processes and reflected Brownian Motion will be shown. The most important point of presented applications will be the new insight into Hartman-Watson (HW) distributions. It turns out that excursion theory will enable us to deduce the simple connections of HW with a hyperbolic cosine of Brownian Motion.