Purpose
Brownian Bridge application in Asymptotic theory for Unit Root

> set.seed(1977)
> par(mfrow = c(1, 2))
> plot(BM(), col = "blue", lwd = 2, main = "Brownian Motion")
> plot(BBridge(0, 0), col = "blue", lwd = 2, main = "Tied Brownian Motion")
> abline(h = 0)

BBridge-001.jpg