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A simple proof of Pitman's 2M–X theorem - MaRDI portal

A simple proof of Pitman's 2M–X theorem

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Publication:4018272

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DOI10.2307/1427703zbMath0759.60037OpenAlexW2064014567MaRDI QIDQ4018272

J. P. Imhof

Publication date: 16 January 1993

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1427703

zbMATH Keywords

Bessel process Brownian motion maximum process density factorization

Mathematics Subject Classification ID

Brownian motion (60J65) Sample path properties (60G17)

Related Items (1)

An Analogue of Pitman’s 2M — X Theorem for Exponential Wiener Functionals Part II: The Role of the Generalized Inverse Gaussian Laws

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