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BGW.StableTrees.StableBridgeUniformMinimum

The uniform minimum time of the stable bridge #

The proof uses cyclically exchangeable finite grids and convergence of their minimum times.

Reference: J. Bertoin, Lévy Processes, Cambridge University Press, 1996, Chapter VIII (Vervaat's transformation and the uniform law of the minimum time); L. Chaumont, Excursion normalisée, méandre et pont pour les processus de Lévy stables, Bull. Sci. Math. 121 (1997), 377–403.

Distribution-function form.

The minimum time of the stable bridge is uniform on [0,1].