On the distribution of the norm for a multidimensional Brownian bridge

DOI10.1007/BF00972313zbMath0786.60049OpenAlexW2331250475MaRDI QIDQ1175815

Mindaugas Bloznelis

Publication date: 25 June 1992

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00972313

zbMATH Keywords

distribution of supremum of some Gaussian processesmultidimensional Brownian bridge

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65)

Cites Work

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• Distribution of the norm of a multidimensional Wiener process
• Uniform convexity and the distribution of the norm for a Gaussian measure
• Gaussian measures in Banach spaces
• Domains of attraction of stable measures on a Hilbert space
• On the Rate of Convergence in the Central Limit Theorem in Certain Banach Spaces