On Path Integrals for the High-Dimensional Brownian Bridge
| dc.creator | Pemantle, Robin | |
| dc.creator | Penrose, Mathew | |
| dc.date | 2004-04-02 | |
| dc.date.accessioned | 2026-07-07T05:07:03Z | |
| dc.date.available | 2026-07-07T05:07:03Z | |
| dc.description | Let v be a bounded function with bounded support in R^d, d>=3. Let x,y in R^d. Let Z(t) denote the path integral of v along the path of a Brownian bridge in R^d which runs for time t, starting at x and ending at y. As t->infty, it is perhaps evident that the distribution of Z(t) converges weakly to that of the sum of the integrals of v along the paths of two independent Brownian motions, starting at x and y and running forever.Here we prove a stronger result, namely convergence of the corresponding moment generating functions and of moments. This result is needed for applications in physics. | |
| dc.description | 13 pages | |
| dc.identifier | https://arxiv.org/abs/math/0404047 | |
| dc.identifier | http://arxiv.org/abs/math/0404047 | |
| dc.identifier | J. Comput. Appl. Math., 44, 381 - 390 (1992) | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/70704 | |
| dc.subject | Probability | |
| dc.title | On Path Integrals for the High-Dimensional Brownian Bridge | |
| dc.type | text |