Beleza Sousa, JoãoEsquivel, M. L.Gaspar, R. M.2016-02-252016-02-252015SOUSA, João Beleza e; ESQUIVEL, M. L.2; GASPAR, R. M. - Brownian bridge and other path-dependent Gaussian processes vectorial simulation. Communications in Statistics-Simulation and Computation. ISSN. 0361-0918. Vol. 44, N.º 10, SI, (2015), pp. 2608-26210361-09181532-4141http://hdl.handle.net/10400.21/5741The iterative simulation of the Brownian bridge is well known. In this article, we present a vectorial simulation alternative based on Gaussian processes for machine learning regression that is suitable for interpreted programming languages implementations. We extend the vectorial simulation of path-dependent trajectories to other Gaussian processes, namely, sequences of Brownian bridges, geometric Brownian motion, fractional Brownian motion, and Ornstein-Ulenbeck mean reversion process.engBrownian bridgeGaussian processes for machine learning regressionPath-dependent Gaussian processesVectorial simulationjournal article10.1080/03610918.2014.901352