On explicit occupation time distributions for Brownian processes
Explicit expressions for the occupation time distribution of Brownian bridge, excursion and meander are derived using Kac's formula and results of Durrett et al. (Ann. Probab. 5 (1977) 117). The first two distributions appeared in Takács (Meth. Comput. Appl. Probab. 1 (1999) 7), and were derived using weak convergence of simple random walk.
Volume (Year): 56 (2002)
Issue (Month): 4 (February)
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