On the Brownian meander and excursion conditioned to have a fixed time average
Probability
2007-05-23 v2
Abstract
We study the density of the time average of the Brownian meander/excursion over the time interval [0,1]. Moreover we give an expression for the Brownian meander/excursion conditioned to have a fixed time average.
Keywords
Cite
@article{arxiv.math/0605720,
title = {On the Brownian meander and excursion conditioned to have a fixed time average},
author = {Lorenzo Zambotti},
journal= {arXiv preprint arXiv:math/0605720},
year = {2007}
}