Jonas Arista - On the Pitman's 2M-X theorem and its variations
| Dates: | 10 April 2024 |
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| Times: | 15:00 - 16:00 |
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| What is it: | Seminar |
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| Organiser: | Department of Mathematics |
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Jonas Arista (Lancaster University) will speak at the Probability seminar.
Pitman's classical 2M-X theorem asserts that twice the maxima M of one-dimensional Brownian motion X, minus the process X itself, yields a three-dimensional Bessel process. Generalisations and variations of this theorem have ignited extensive study due to its connections with stochastic processes and integrable models such as random polymers, exclusion processes, and random matrices. This talk explores some of these theorem’s generalisations, both in continuous and discrete time, and delves into my own related work in the context of discrete-time matrix-valued (then non-commutative) stochastic processes.
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Frank Adams 2, 1.212
Alan Turing Building
Manchester
