Abstract
Imagine a Brownian crook who spent a month in a large metropolis. The number of nights he spent in hotels A, B, C... etc. is known; but not the order, nor his itinerary. So the only information the police has is total hotel bills....
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Warren, J., Yor, M. (1998). The Brownian Burglar: conditioning Brownian motion by its local time process. In: Azéma, J., Yor, M., Émery, M., Ledoux, M. (eds) Séminaire de Probabilités XXXII. Lecture Notes in Mathematics, vol 1686. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0101767
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DOI: https://doi.org/10.1007/BFb0101767
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