The Slepian zero set, and Brownian bridge embedded in Brownian motion by a spacetime shift (Q2515928)
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scientific article; zbMATH DE number 6471539
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| English | The Slepian zero set, and Brownian bridge embedded in Brownian motion by a spacetime shift |
scientific article; zbMATH DE number 6471539 |
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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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0.7289963960647583
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0.723263144493103
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0.7210434079170227
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