{
  "id": "1706.01578",
  "version": "v1",
  "published": "2017-06-06T01:31:32.000Z",
  "updated": "2017-06-06T01:31:32.000Z",
  "title": "Dual representations of Laplace transforms of Brownian excursion and generalized meanders",
  "authors": [
    "Włodzimierz Bryc",
    "Yizao Wang"
  ],
  "comment": "9 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "The Laplace transform of the $d$-dimensional distribution of Brownian excursion is expressed as the Laplace transform of the $(d+1)$-dimensional distribution of an auxiliary Markov process, started from a $\\sigma$-finite measure and with the roles of arguments and times interchanged. A similar identity holds for the Laplace transform of a generalized meander, which is expressed as the Laplace transform of the same auxiliary Markov process, with a different initial law.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2017-06-06T01:31:32.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "laplace transform",
      "brownian excursion",
      "generalized meander",
      "dual representations",
      "auxiliary markov process"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 9,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}