Reflected Brownian bridge local time conditioned on its local time at the origin

The moments of the local time of a reflected Brownian bridge conditioned on its local time at the origin are computed by two different methods: First, by conditioning an identity for the unconditioned local time and second, by using a limit theorem for random forests.

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Year of publication:	2004
Authors:	Gittenberger, Bernhard ; Louchard, Guy
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 68.2004, 1, p. 51-60
Publisher:	Elsevier
Keywords:	Brownian bridge Local time Random forests

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005138297