"Finite dimensional distributions of Brownian
motion and stable processes"
Rodrigo Bañuelos, Purdoe University
We investigate properties of finite dimensional
distributions of Brownian motion and other Levy processes which
arose from our efforts to answer the following very "simple"
question: What is the lowest eigenvalue for the rotationally
invariant stable process in the interval (
-1, 1)? While we still
don't know the answer to this question, its investigation has led
to interesting applications of finite dimensional distributions
(multiple integrals) to eigenvalues and eigenfunctions of the
Laplacian and "fractional" Laplacian.