Special ergodic theory seminar: Abel Farkas (HUJI), Conditional measure on the Brownian path

For a given deterministic measure we construct a random measure on the Brownian path that has expectation the given measure. For the construction we introduce the concept of weak convergence of random measures in probability. The machinery can be extended to more general sets than Brownian path.

Date: 

Thu, 29/06/2017 - 10:00 to 11:00