On the law of a triplet associated with the pseudo-Brownian bridge

IUF); Marc Yor (LPMA; Mathieu Rosenbaum (LPMA)

arxiv: 1310.7164 · v1 · pith:TAV7F4E5new · submitted 2013-10-27 · 🧮 math.PR

On the law of a triplet associated with the pseudo-Brownian bridge

Mathieu Rosenbaum (LPMA) , Marc Yor (LPMA , IUF) This is my paper

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keywords associatedbridgepseudo-browniantripletallowsbrowniandistributionfirst

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We identify the distribution of a natural triplet associated with the pseudo-Brownian bridge. In particular, for $B$ a Brownian motion and $T_1$ its first hitting time of the level one, this remarkable law allows us to understand some properties of the process $(B_{uT_1}/\sqrt{T_1}, u\leq 1)$ under uniform random sampling.

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On the law of a triplet associated with the pseudo-Brownian bridge

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