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We found 2 dictionaries that define the word brownian bridge:

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  1. Brownian bridge, Brownian bridge: Wikipedia, the Free Encyclopedia

Definitions from Wikipedia (Brownian bridge)

noun:  A Brownian bridge is a continuous-time gaussian process B(t) whose probability distribution is the conditional probability distribution of a standard Wiener process W(t) (a mathematical model of Brownian motion) subject to the condition (when standardized) that W(T) = 0, so that the process is pinned to the same value at both t = 0 and t 


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