 Let ("B""t")t ≥ 0 be a standard one-dimensional Brownian motion "B"0 = 0 ∈ R, and let ("L""t")"t" ≥ 0 be the associated field of local times.Let "T""a" be the first time at which the local time at zero exceeds "a" > 0
Let ("W""t")"t" ≥ 0 be an independent one-dimensional Brownian motion started from "W"0 = 0, then
Equivalently, the process formula_42 (which is a process in the spatial variable formula_3) is equal in distribution to the square of a 0-dimensional Bessel process, and as such is Markovian.Results of Ray–Knight type for more general stochastic processes have been intensively studied, and analogue statements of both () and () are known for strongly symmetric Markov processes.