Continuous paths in Brownian motion

Continuous paths in Brownian motion

Probability Seminar
Feb 4, 2015, 03:10 PM - 04:00 PM | 1011 Evans Hall | Happening As Scheduled
Wenpin Tang, Department of Statistics, U.C. Berkeley
In this talk, we deal with the problem of embedding some continuous-time processes of unit length into a Brownian path. Beginning with a discrete version of the problem, we derive the asymptotics of the expected waiting time for several interesting patterns. These suggest corresponding results on the existence or non-existence of continuous paths embedded in Brownian motion. With further effort,...