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

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.

Data and Resources

Additional Info

Field Value
Source https://hal.science/hal-00877162
Author Rosenbaum, Mathieu, Yor, Marc
Maintainer CCSD
Last Updated May 9, 2026, 05:59 (UTC)
Created May 9, 2026, 05:59 (UTC)
Identifier hal-00877162
Language en
Rights https://about.hal.science/hal-authorisation-v1/
contributor Laboratoire de Probabilités et Modèles Aléatoires (LPMA) ; Université Pierre et Marie Curie - Paris 6 (UPMC)-Université Paris Diderot - Paris 7 (UPD7)-Centre National de la Recherche Scientifique (CNRS)
creator Rosenbaum, Mathieu
date 2013-10-27T00:00:00
harvest_object_id 35f44741-7b4d-411f-a86f-5fc3dcbb23e6
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2025-09-29T00:00:00
relation info:eu-repo/semantics/altIdentifier/arxiv/1310.7164
set_spec type:UNDEFINED