Brownian bridge of the Brownian bridge based on the Brownian motion is, for "t" ∈ [0, T] Conversely, for "t" ∈ [0, ∞] The Brownian bridge may also be represented as a Fourier series with stochastic coefficients, as where formula_9 are independent identically distributed standard normal random variables (see the Karhunen–Loève theorem). A Brownian bridge is the result of Donsker's theorem in the area of empirical processes. It is also used in the Kolmogorov–Smirnov test in the area of statistical inference. A standard Wiener process satisfies "W"(0) = 0 and is therefore "tied down" to the origin, but other points are not
Brownian excursion Groeneboom (1983) and Pitman (1983) give decompositions of Brownian motion formula_5 in terms of i.i.d Brownian excursions and the least concave majorant (or greatest convex minorant) of formula_5. For an introduction to Itô's general theory of Brownian excursions and the Itô Poisson process of excursions, see Revuz and Yor (1994), chapter XII. The Brownian excursion area arises in connection with the enumeration of connected graphs, many other problems in combinatorial theory; see e.g.,, and the limit distribution of the Betti numbers of certain varieties in cohomology theory. Takacs (1991a) shows that formula_19 has density where formula_21 are the zeros of