On the distribution of the square integral of the Brownian bridge (Q1872258)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the distribution of the square integral of the Brownian bridge |
scientific article; zbMATH DE number 1906051
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the distribution of the square integral of the Brownian bridge |
scientific article; zbMATH DE number 1906051 |
Statements
On the distribution of the square integral of the Brownian bridge (English)
0 references
6 May 2003
0 references
Let \(F(y)\) be the distribution of the square integral of the Brownian bridge on [0,1], and let its density be \(f(y)\). The author computes the moments of \(F\), and develops asymptotic results for these moments. Furthermore, series expansions are given for both \(F\) and \(f\), and asymptotic results are deduced.
0 references
Brownian bridge
0 references
square integral
0 references
distribution
0 references
asymptotics
0 references
series expansion
0 references
