The Brownian bridge, named after the Scottish botanist Robert Brown (as was Brownian motion), comprises an 'anchored Wiener process', named after American mathematician and child prodigy Norbert Wiener. Briefly, this means the distances between points on any single excursion are independent and Gaussian, or normally distributed (along the 'Bell curve') with variance proportionate to the distance. Anchoring means the process is pinned to 0 at the end point t = T, in this case t = 100, as well as at the start t = 0. Interestingly, the distribution of the absolute value of the supremum of this bridge forms the null distribution used in the Kolmogorov-Smirnov test of distributional deviation.

When looking at this process, remember that although our lives may take different, and seemingly random, paths, we are born equal and we will be returned to death as equals.

(Graphic is due to CyBu on GitHub)

See also