Event Type:

Probability Seminar

Date/Time:

Tuesday, March 9, 2010 - 08:00

Location:

WNGR 285

Abstract:

The motivation for this work is the recently reported empirical observation of certain asymmetries in the breakthrough curves measured for a 1-D porous medium with the discontinuity in the dispersion coefficient perpendicular to the direction of the mean velocity. In this talk I will present some new results on the trivariate density of the position, local and occupation times of skew Brownian motion and their role in the solution of the breakthrough problem. Also I will present stochastic ordering of first passage times of skew Brownian motion as the explanation of the observed asymmetries depends on it. This talk is based on joint work with Vrushali Bokil, Enrique Thomann, Ed Waymire and Brian Wood (to appear).