A distributional identity for the bivariate Brownian bridge: a nontensor Gaussian field
From MaRDI portal
Publication:1721722
Recommendations
- scientific article
- On quadratic functionals of the Brownian sheet and related processes
- On an Identity in Law for the Variance of the Brownian Bridge
- On the extension of an identity in law between the Brownian bridge and the variance of the Brownian motion
- A short proof of an identity for a Brownian bridge due to Donati-Martin, Matsumoto and Yor
Cites work
- scientific article; zbMATH DE number 806804 (Why is no real title available?)
- scientific article; zbMATH DE number 3208366 (Why is no real title available?)
- scientific article; zbMATH DE number 957960 (Why is no real title available?)
- Comparison results for the lower tail of Gaussian seminorms
- Constants in the asymptotics of small deviation probabilities for Gaussian processes and fields
- Distribution Free Tests of Independence Based on the Sample Distribution Function
- On quadratic functionals of the Brownian sheet and related processes
- On set-indexed residual partial sum limit process of spatial linear regression models
- Small ball probabilities for Gaussian random fields and tensor products of compact operators
- Small ball probabilities for certain Gaussian random fields
- Weighted multivariate Cramér-von Mises-type statistics
Cited in
(2)
This page was built for publication: A distributional identity for the bivariate Brownian bridge: a nontensor Gaussian field
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1721722)
