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Department of Mathematics,
University of California San Diego

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Math 288 - Probability and Statistics Seminar

Patrick Fitzsimmons

UCSD

Two results on Gaussian measures.

Abstract:

1. I'll show that Hunt's hypothesis (H) fails for Leonard Gross' infinite dimensional Brownian motion, by exhibiting a subset of the state space of the motion that is hit exactly once for certain starting points. 2. It is well known that a Lebesgue measurable additive function from R to R is necessarily continuous (and linear). I'll show how D. Stroock's recent proof of L. Schwartz's ``Borel graph theorem" can be adapted to show that a ``universally Gaussian measurable" and additive map from one Banach space to another is automatically continuous (and linear).

January 12, 2012

9:00 AM

AP&M 6402

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