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A note about the Gaussian property of the Brownian bridge

 

作者: Ramón Gutiérrez,   Mariano J. Valderrama,  

 

期刊: Applied Stochastic Models and Data Analysis  （WILEY Available online 1992）
卷期: Volume 8, issue 1  

页码: 1-5

 

ISSN:8755-0024

 

年代: 1992

 

DOI:10.1002/asm.3150080102

 

出版商: John Wiley&Sons, Ltd.

 

关键词: Brownian bridge;Wiener‐Lèvy process;Karhunen‐Loève expansion;Ramachandran's theorem

 

数据来源: WILEY

 

摘要:

AbstractThe Gaussian property of the Brownian bridge is characterized as an application of Ramachandran's theorem in terms of the independence of the random variables that appear in the Karhunen‐Loéve expansion of the process. A reference about the construction of the Brownian bridge by means of functional transformations is also includ

 

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