On the law of a triplet associated with the pseudo-Brownian bridge
type: Dataset
description: 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.
issued: 2026-05-09T05:59:08.048731
language: en
modified: 2026-05-09T05:59:08.048735
contact point: Organization
  fn: CCSD
keyword: bessel-process
keyword: brownian-motion
keyword: hitting-times
keyword: infoeu-reposemanticspreprint
keyword: local-time
keyword: mathmath-prmathematics-mathprobability-mathpr
keyword: mellin-transform
keyword: preprints-working-papers-
keyword: pseudo-brownian-bridge
keyword: scaling
keyword: uniform-sampling
landing page: https://hal.science/hal-00877162

On the law of a triplet associated with the pseudo-Brownian bridge
type: Distribution
format: HTML
issued: 2026-05-09T05:59:08.052657
modified: 2026-05-09T05:59:08.035831
access URL: https://hal.science/hal-00877162

test_moissonnage_selune
type: Agent