The Slepian zero set, and Brownian bridge embedded in Brownian motion by a spacetime shift

DOI10.1214/EJP.v20-3911zbMath1332.60121arXiv1411.0040OpenAlexW1536737290MaRDI QIDQ2515928

Wenpin Tang, Jim W. Pitman

Publication date: 7 August 2015

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1411.0040

zbMATH Keywords

Brownian motionBrownian bridgelocal timesstationary processesabsolute continuitypath decompositionpalm measurerandom walk approximationmoving-window processSlepian zero setvon Neumann's rejection sampling

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Sample path properties (60G17) Local time and additive functionals (60J55)

Related Items (8)

Transporting random measures on the line and embedding excursions into Brownian motion ⋮ Unnamed Item ⋮ Boundary non-crossing probabilities for Slepian process ⋮ Karhunen–Loeve expansion for the additive two-sided Brownian motion ⋮ Equidecomposition in cardinal algebras ⋮ Construction and characterization of stationary and mass-stationary random measures on \(\mathbb{R}^d\) ⋮ Approximating Shepp's constants for the Slepian process ⋮ Shift–Coupling and Maximality

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