Article ID Journal Published Year Pages File Type
7549427 Statistics & Probability Letters 2015 5 Pages PDF
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
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