The Slepian zero set, and Brownian bridge embedded in Brownian motion by a spacetime shift (Q2515928): Difference between revisions

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The Slepian zero set, and Brownian bridge embedded in Brownian motion by a spacetime shift
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    The Slepian zero set, and Brownian bridge embedded in Brownian motion by a spacetime shift (English)
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    7 August 2015
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    Brownian motion
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    Brownian bridge
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    Slepian zero set
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    absolute continuity
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    local times
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    moving-window process
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    path decomposition
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    palm measure
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    random walk approximation
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    stationary processes
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    von Neumann's rejection sampling
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