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TZID:Europe/Paris
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BEGIN:VEVENT
UID:1-518@lptms.universite-paris-saclay.fr
DTSTART:20170509T110000Z
DTEND:20170509T120000Z
DTSTAMP:20170510T070004Z
URL:http://www.lptms.universite-paris-saclay.fr/seminars/seminaire-du-lptm
 s-tribid-sadhu-2/
SUMMARY:Séminaire du LPTMS: Tridib Sadhu - LPTMS\, salle 201\, 2ème étag
 e\, Bât 100\, Campus d'Orsay - 9 Mai 17 11:00
DESCRIPTION:Generalized arcsine law in fractional Brownian motion\nTridib S
 adhu (LPT-ENS\, Paris)\nThe three arcsine laws for the standard Brownian m
 otion are a cornerstone of extreme value statistics. For a standard Browni
 an motion evolving in a time window\, one can consider the following three
  observables: (1) the fraction of time it remained positive\, (2) the last
  time it crossed the origin\, (3) and the time when it reached its maximum
 . All three observables have the same cumulative probability distribution 
 expressed as an arcsine function. I shall discuss how these three laws cha
 nge for a fractional Brownian motion. The fractional Brownian motion is a 
 non-Markovian Gaussian process indexed by Hurst exponent H which generaliz
 es Brownian motion (H=1/2). I shall show that the three observables have d
 ifferent distributions for general H. I shall present a perturbation expan
 sion scheme using which one can derive these probability distributions\n\n
 &nbsp\;
CATEGORIES:seminars
LOCATION:LPTMS\, salle 201\, 2ème étage\, Bât 100\, Campus d'Orsay\, 15 
 Rue Georges Clemenceau\, Orsay\, 91405\, France
GEO:48.698185;2.181768
X-APPLE-STRUCTURED-LOCATION;VALUE=URI;X-ADDRESS=15 Rue Georges Clemenceau\,
  Orsay\, 91405\, France;X-APPLE-RADIUS=100;X-TITLE=LPTMS\, salle 201\, 2è
 me étage\, Bât 100\, Campus d'Orsay:geo:48.698185,2.181768
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