A simple proof of Pitman's 2<i>M–X</i> theorem (Q4018272)

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A simple proof of Pitman's 2<i>M–X</i> theorem
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    A simple proof of Pitman's 2<i>M–X</i> theorem (English)
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    16 January 1993
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    density factorization
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    maximum process
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    Bessel process
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    Brownian motion
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