UVictoria Probability and Dynamics Seminar: Anthony Quas
Topic
A MathOverflow Problem – Probability of Brownian Motion having a zero in a set
Speakers
Details
I will discuss a problem that appeared on MathOverflow and its solution by the user “Fedja”. The result we will demonstrate is that if T is subset of the reals with Hausdorff dimension exceeding ½, then there is a positive probability that a standard Brownian Motion has a zero at some time t belonging to T.
The beautiful proof relies on the second moment method, which I will discuss along the way.