An explicit formula for the c.d.f. of the \(L_ 1 \)norm of the Brownian bridge
From MaRDI portal
Publication:1052740
DOI10.1214/aop/1176993528zbMath0516.60044OpenAlexW1990234072MaRDI QIDQ1052740
Timothy J. Killeen, Bruce McK. Johnson
Publication date: 1983
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176993528
Gaussian processes (60G15) Probability distributions: general theory (60E05) Brownian motion (60J65)
Related Items
On the distribution of the square integral of the Brownian bridge, A distribution free test for the two sample problem for general alternatives, On the distribution of Brownian areas, An \(L_ 1\)-variant of the Cramér-von Mises test, Brownian bridge asymptotics for random mappings, Test to distinguish a Brownian motion from a Brownian bridge using Pólya tree process, Estimation of parameters in the discrete distributions of order k, Asymptotic properties of some goodness-of-fit tests based on the \(L_ 1\)-norm, Asymptotics of the distribution of the integral of the absolute value of the Brownian bridge for large arguments, On the Exact Finite Sample Distribution of theL1-FCvM Test Statistic, Tables of distributions of functionals of Brownian motion, Some notes about nonparametric tests for the equality of two populations, Limit Distributions and Scaling Functions
