Speaker:Dr Mike Tehranchi (Stats Lab)
Venue: Winstanley Lecture Theatre, Trinity College
Time: 12/10/2009 20:30, drinks from 20:15

The talk is available.

Probabilistic modelling plays a crucial role in natural sciences, engineering, and economics. One of the most basic building blocks of these models is the stochastic process called Brownian motion. I will discusss ways in which this fundamental process arises in several diverse contexts in applied and pure mathematics.