Functionals of the Brownian Bridge
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Abstract: We discuss the distributions of three functionals of the free Brownian bridge: its -norm, the second component of its signature and its L'evy area. All of these are freely infinitely divisible. We introduce two representations of the free Brownian bridge as series of free semicircular random variables are used, analogous to the Fourier representations of the classical Brownian bridge due to s{L'evy} and s{Kac}.
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Cited in
(9)- On path integrals for the high-dimensional Brownian bridge
- The continuous and discrete Brownian bridges: Representations and applications
- A remark about the norm of a Brownian bridge
- On the distribution of the square integral of the Brownian bridge
- Non-linear functionals of the Brownian bridge and some applications.
- On the laws of homogeneous functionals of the Brownian bridge
- Calculation of Characteristic Functions of Some Functionals of a Wiener Process and a Brownian Bridge
- The Brownian bridge as a flat integral
- Simply generated non-crossing partitions
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