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1313standard Brownian bridge,BMstandard Brownian motion, GPGaussian process HI Let B (BO be BM. Determine the following quantities: (a) E[2B2 - 131]; (b) - 132)2];
1313standard Brownian bridge,BMstandard Brownian motion, GPGaussian process HI Let B (BO be BM. Determine the following quantities: (a) E[2B2 - 131]; (b) - 132)2]; (c) a Lebesgue density of (132 131)2; (d) E[B31B2]; (e) the distribution of 2132 133 by computing E[exp(i0(2B2 (f) 131/n 1) (here n C N). -133))], O R;
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