Mass-Stationarity, Shift-Coupling, and Brownian Motion

After considering mass-stationarity and shift-coupling briefly in an abstract setting, we focus on the special case of stochastic processes on the line associated with diffuse random measures. The main examples are Brownian motion and the Brownian bridge. Non UBC Unreviewed Author affiliation: Unive...

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Bibliographic Details
Main Author: Thorisson, Hermann
Format: Moving Image (Video)
Language:English
Published: Banff International Research Station for Mathematical Innovation and Discovery 2015
Subjects:
Mathematics
Probability theory and stochastic processes
Statistics
Operation research
Alta
Iceland
Online Access:http://hdl.handle.net/2429/60021
Description
Summary:After considering mass-stationarity and shift-coupling briefly in an abstract setting, we focus on the special case of stochastic processes on the line associated with diffuse random measures. The main examples are Brownian motion and the Brownian bridge. Non UBC Unreviewed Author affiliation: University of Iceland Faculty

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