On the distribution of the square integral of the Brownian bridge
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Publication:1872258
DOI10.1214/AOP/1020107767zbMATH Open1018.60039OpenAlexW2038971602MaRDI QIDQ1872258FDOQ1872258
Authors: Leonid Tolmatz 
Publication date: 6 May 2003
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1020107767
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Cites Work
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- An explicit formula for the c.d.f. of the \(L_ 1 \)norm of the Brownian bridge
- On the integral of the absolute value of the pinned Wiener process
- The integral of the absolute value of the pinned Wiener process - calculation of its probability density by numerical integration
- Asymptotics of the distribution of the integral of the absolute value of the Brownian bridge for large arguments
- On the distribution of Brownian areas
Cited In (14)
- Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling
- On exact and asymptotic formulas for the distribution of the integral of a squared Brownian motion with drift
- A comparison of single and multiple changepoint techniques for time series data
- Method for constructing Stieltjes classes for \(M\)-indeterminate probability distributions
- The Brownian bridge as a flat integral
- Functionals of the Brownian Bridge
- Asymptotics of the distribution of the integral of the positive part of the Brownian bridge for large arguments
- On the growth of the double Laplace-Stieltjes transform
- On the distribution of the norm for a multidimensional Brownian bridge
- Rank tests in regression model based on minimum distance estimates.
- Some results on the generalized Brownian bridge
- On path integrals for the high-dimensional Brownian bridge
- Symmetry characterizations of certain distributions, 1
- Asymptotics of the distribution of the integral of the absolute value of the Brownian bridge for large arguments
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