Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7549427 | Statistics & Probability Letters | 2015 | 5 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Zhiyi Chi, Vladimir Pozdnyakov, Jun Yan,