Brownian motion are independent formula_45 random variables. This representation can be obtained using the Karhunen–Loève theorem. The Wiener process can be constructed as the scaling limit of a random walk, or other discrete-time stochastic processes with stationary independent increments. This is known as Donsker's theorem. Like the random walk, the Wiener process is recurrent in one or two dimensions (meaning that it returns almost surely to any fixed neighborhood of the origin infinitely often) whereas it is not recurrent in dimensions three and higher. Unlike the random walk, it is scale invariant. The time evolution of the position of the Brownian particle
Brownian excursion Brownian excursion process, formula_1, is a Wiener process (or Brownian motion) conditioned to be positive and to take the value 0 at time 1. Alternatively, it is a Brownian bridge process conditioned to be positive. Another representation of a Brownian excursion formula_1 in terms of a Brownian motion process "W" (due to Paul Lévy and noted by Kiyoshi Itō and Henry P. McKean, Jr.) is in terms of the last time formula_3 that "W" hits zero before time 1 and the first time formula_4 that Brownian motion formula_5 hits zero after time 1: Let formula_7 be the time that a