Statements (15)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:mathematical_concept
|
| gptkbp:appliesTo |
gptkb:standard_Brownian_motion
Bessel process of dimension 3 |
| gptkbp:describes |
relationship between Brownian motion and Bessel processes
|
| gptkbp:field |
gptkb:probability_theory
stochastic processes |
| https://www.w3.org/2000/01/rdf-schema#label |
Pitman’s theorem
|
| gptkbp:namedAfter |
gptkb:Jim_Pitman
|
| gptkbp:publishedIn |
gptkb:Mathematical_Proceedings_of_the_Cambridge_Philosophical_Society
|
| gptkbp:relatedTo |
Ray-Knight theorem
reflection principle |
| gptkbp:state |
the process (2M_t - B_t) is a Bessel(3) process, where M_t is the running maximum of standard Brownian motion B_t
|
| gptkbp:yearProposed |
1975
|
| gptkbp:bfsParent |
gptkb:Jim_Pitman
|
| gptkbp:bfsLayer |
8
|