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On Coupling of Brownian Bridges

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Publication:4328532

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DOI10.1137/S0040585X97978828zbMath1018.60083MaRDI QIDQ4328532

Stephen H. Leventhal

Publication date: 25 April 2002

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

weak convergence Brownian motion Brownian bridge coupling exchangeable random variables distribution of maximum

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Brownian motion (60J65) Local time and additive functionals (60J55)

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