报告题目: Geometric Deviation From Levy's Occupation Measure Arcsine Law
报告人: Elton P. Hsu (Northwestern University and University of Science and Technology of China)
报告摘要: The classical result of Paul Levy starts that for a standard 1 dimensional Brownian motion starting from zero, the time it spends in the positive region obeys the arcsine law. We will study the occupation measure of a Brownain motion on a Riemannian manifold locally on one side of a smooth hypersurface and characterize its deviation from the classical arcsine law in terms of the mean curvature of the hyoersurface. This research is a joint work with Cheng Ouyang (University of Illinois at Chicago).
报告人简介: Professor Hsu obtained his PhD from Stanford University and is currently Professor of Mathematics at Northwestern University and a Visiting Professor at University of Science and Technology of China. His research interests include stochastic analysis on manifold and has written an influential research monograph on this topic. He wrote more than 60 research and survey papers and was a past editor of Annals of Probability.