On an identity in law involving two quadratic functionals of the Brownian bridge

DOI10.1016/j.crma.2005.01.024zbMath1063.60050OpenAlexW1972094247MaRDI QIDQ1771043

Jean-Renaud Pycke

Publication date: 7 April 2005

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2005.01.024

Mathematics Subject Classification ID

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

Related Items (3)

A decomposition for invariant tests of uniformity on the sphere ⋮ Karhunen-Loève expansion for additive Slepian processes ⋮ On quadratic functionals of the Brownian sheet and related processes

Cites Work

• Fubini's theorem for double Wiener integrals and the variance of the Brownian path
• On an Identity in Law for the Variance of the Brownian Bridge
• Goodness-of-fit tests on a circle

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