Title: Brownian motion and the infinite sphere of infinite radius
Speaker: Xavier Garcia
Speaker Info: Northwestern University
Brief Description:
Special Note:
Abstract:
H.P. McKean once said "it is a fruitful idea to think of Wiener measure as the uniform distribution on an infinite dimensional spherical surface of radius square root of infinity". The purpose of this talk is to not only makes sense of the statement, but also to prove it. Such a statement leads to entertaining consequences and a nice heuristic understanding of the properties of the L^2 space of Brownian paths.. Hilarity ensues.Date: Tuesday, May 17, 2016