Karhunen-Lo\`eve expansion for a generalization of Wiener bridge

We derive a Karhunen-Lo\`eve expansion of the Gauss process $B_t - g(t)\int_0^1 g'(u)\,d B_u$, $t\in[0,1]$, where $(B_t)_{t\in[0,1]}$ is a standard Wiener process and $g:[0,1]\to R$ is a twice continuously differentiable function with $g(0) = 0$ and $\int_0^1 (g'(u))^2\,d u =1$. This process is an important limit process in the theory of goodness-of-fit tests. We formulate two special cases with the function $g(t)=\frac{\sqrt{2}}{\pi}\sin(\pi t)$, $t\in[0,1]$, and $g(t)=t$, $t\in[0,1]$, respectively. The latter one corresponds to the Wiener bridge over $[0,1]$ from $0$ to $0$.Comment: 25 pages, 1 figure. The appendix is extende

U-statistics based on the Green's function of the Laplacian on the circle and the sphere

We show that the Watson and Cramer-von Mises statistics are related to Green's function of the Laplacian on a circle. A generalization leads to a new U-statistic whose kernel is the Green function of the Laplacian on the sphere.Directional statistics Tests of uniformity U- and V-statistics Cramer-von Mises statistic Anderson-Darling statistic Watson statistic