A note about the Gaussian property of the Brownian bridge (Q4299541)
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scientific article; zbMATH DE number 600205
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note about the Gaussian property of the Brownian bridge |
scientific article; zbMATH DE number 600205 |
Statements
A note about the Gaussian property of the Brownian bridge (English)
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8 November 1999
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Brownian bridge
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Wiener-Lèvy process
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Karhunen-Loève expansion
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Ramachandran's theorem
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