A note about the Gaussian property of the Brownian bridge

DOI10.1002/ASM.3150080102zbMATH Open0925.60089OpenAlexW2152926764MaRDI QIDQ4299541FDOQ4299541

Authors: Ramón Gutiérrez, Mariano J. Valderrama 

Publication date: 8 November 1999

Published in: Applied Stochastic Models and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asm.3150080102

zbMATH Keywords

Brownian bridgeKarhunen-Loève expansionRamachandran's theoremWiener-Lèvy process

Mathematics Subject Classification ID

Brownian motion (60J65)

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