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Sponsored AI Networking Cookbook: Practical recipes for AI-assisted network automation and development AI Networking Cookbook: Practical recipes for AI-assisted network automation and development

Author

Kumar Somnath

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Preprint Sep 2026

Exact Simulation of Diffusions via Brownian Bridge Range Reconstruction

We develop an exact simulation algorithm for scalar diffusion paths and diffusion bridges when the Poisson potential is unbounded in both tails. The method reconstructs the realized range of a Brownian bridge proposal by sampling its maximum and location, together with the maxima and locations of the two adjacent restr...

Radu Herbei, Kumar Somnath · 0 citations
Preprint Sep 2026

Interval-Constrained Brownian Paths: Exact Interpolation and Extrapolation

We study Brownian motion and Brownian bridge processes conditioned to remain in a fixed interval $[0,a]$, focusing on the conditional distribution at a single time. For a Brownian motion in $[0,a]$, conditioned on survival up to time $t$ we recall (and present in a self-contained form) the conditional density of its po...

Radu Herbei, Kumar Somnath · 1 citation

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