A note about the Gaussian property of the Brownian bridge |
| |
Authors: | Ram n Guti rrez,Mariano J. Valderrama |
| |
Affiliation: | Ramón Gutiérrez,Mariano J. Valderrama |
| |
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. |
| |
Keywords: | Brownian bridge Wiener-Lè vy process Karhunen-Loè ve expansion Ramachandran's theorem |
|