Gorin-Shkolnikov恒等式的路径解释
A pathwise interpretation of the Gorin-Shkolnikov identity
摘要：
在Gorin和Shkolnikov（2016）最近的一篇论文中，他们发现，作为他们与随机矩阵理论相关的结果的推论，归一化布朗偏移减去其总局部时间平方积分的一半以下的面积与方差为$1/12$的中心高斯随机变量的规律相同。在这篇文章中，我们给出了一个路径解释他们的身份，Jeulin的身份连接规范化布朗行程和当地的时间起着至关重要的作用，在博览会。
英文摘要：
In a recent paper by Gorin and Shkolnikov (2016), they have found, as a corollary to their result relevant to random matrix theory, that the area below a normalized Brownian excursion minus one half of the integral of the square of its total local time, is identical in law with a centered Gaussian random variable with variance $1/12$. In this note, we give a pathwise interpretation to their identity; Jeulin's identity connecting normalized Brownian excursion and its local time plays an essential role in the exposition.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
