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Home / Abstracts / Colloquium-January 27, 2017

Colloquium-January 27, 2017

Posted on January 18, 2017

Friday, January 27, 2017 (3:15 p.m. in Yost 306)

Title: Smoothness of heat kernel measures on abstract Wiener groups

Speaker: Tai Melcher (Associate Professor, University of Virginia)

Abstract: Smoothness is a fundamental principle in the study of measures on infinite-dimensional spaces. Smoothness properties on such measure spaces has allowed, for example, the development of a calculus which has become a valuable tool in the analysis of stochastic processes and their applications. Canonical examples of smooth measures include those induced by a Brownian motion, both its end point distribution and as a real-valued path. Heat kernel measure is the law of a Brownian motion on a curved space, and as such is a natural object for study of smoothness properties. We’ll discuss heat kernel measures in a special class of infinite-dimensional spaces and provide motivation for the construction. In particular, these spaces admit a natural geometry which is in some sense degenerate but still allows for smoothness properties of the measures.

Page last modified: January 18, 2017