Shift invariance of the occupation time of the Brownian bridge process Academic Article

abstract

• In this note the distribution for the occupation time of a one-dimensional Brownian bridge process on any Lebesgue measurable set between the initial and final states of the bridge is shown to be invariant under translation and reflection, so long as the translation or reflection also lies between the initial and final states of the bridge. The proof employs only the strong Markov property and elementary symmetry properties of the Brownian bridge process. 1999 Elsevier Science B.V.

authors

• Howard, Peter

published proceedings

• Statistics & Probability Letters

author list (cited authors)

• Howard, P., & Zumbrun, K.

citation count

• 2

complete list of authors

• Howard, Peter||Zumbrun, Kevin

publication date

• January 1999

publisher

• Elsevier  Publisher

published in

• Statistics and Probability Letters  Journal

Digital Object Identifier (DOI)

• 10.1016/s0167-7152(99)00080-2

start page

• 379

end page

• 382

volume

• 45

issue

• 4

URL

• http://dx.doi.org/10.1016/s0167-7152(99)00080-2