A new combinatorial method for calculating the moments of Lévy area
- 👤 Speaker: Daniel Levin (Oxford)
- 📅 Date & Time: Tuesday 03 February 2009, 14:00 - 15:00
- 📍 Venue: MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB
Abstract
We present a new way to compute the moments of the Lévy area of a two-dimensional Brownian motion. This is a classical problem of great importance, originally solved by Lévy. Our approach uses iterated integrals and combinatorial arguments involving the shuffle product (joint paper with Mark Wildon, Swansea).
Series This talk is part of the Probability series.
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Daniel Levin (Oxford)
Tuesday 03 February 2009, 14:00-15:00