A note about the Gaussian property of the Brownian bridge |
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| Authors: | Ramn Gutirrez Mariano J Valderrama |
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| Institution: | Ramón Gutiérrez,Mariano J. Valderrama |
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| Abstract: | The 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 included. |
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| Keywords: | Brownian bridge Wiener-Lè vy process Karhunen-Loè ve expansion Ramachandran's theorem |
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