Tim Mesikepp

University of Washington
, BH 225

Abstract

An Introduction to Brownian Motion

What do one of Einstein's most-cited papers, the stock market,
pollen particles, and probability theory have in common?  A
jagged random curve called Brownian motion.  In this talk we
introduce this most fundamental object in modern probability
theory, surveying key results and discussing several different
ways one can construct it.  Along the way we encounter continuous
but nowhere differentiable functions, random Cantor sets, and
techniques for solving partial differential equations with random
paths.  There will be many pictures and much intuition, making
this talk accessible to a large audience.

Tea at 3:30 in BH 300.