Brownian bridge
= Brownian bridge
{c}
{wiki}
A standard Brownian bridge is the centered Gaussian process $B(t)=W(t)-tW(1)$ on $[0,1]$. Its covariance is $\min(s,t)-st$ and it satisfies $B(0)=B(1)=0$.
= Brownian bridge
{c}
{wiki}
A standard Brownian bridge is the centered Gaussian process $B(t)=W(t)-tW(1)$ on $[0,1]$. Its covariance is $\min(s,t)-st$ and it satisfies $B(0)=B(1)=0$.