On expected occupation time of Brownian bridge
Consider a Brownian bridge from 0 to c>0. It is known that the density of the expected occupation time by the Brownian bridge is constant in [0,c]. We give a simple elementary proof for this result based on a direct examination of the corresponding integral. The expected occupation time plays an important role in the analysis of animal movement.
Volume (Year): 97 (2015)
Issue (Month): C ()
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- Howard, Peter & Zumbrun, Kevin, 1999. "Shift invariance of the occupation time of the Brownian bridge process," Statistics & Probability Letters, Elsevier, vol. 45(4), pages 379-382, December.
- Hooghiemstra, Gerard, 2002. "On explicit occupation time distributions for Brownian processes," Statistics & Probability Letters, Elsevier, vol. 56(4), pages 405-417, February.
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