  Spectral decomposition of the covariance operator is one of the main building
blocks in the theory and applications of Gaussian processes. Unfortunately it
is notoriously hard to derive in a closed form. In this paper we consider the
eigenproblem for Gaussian bridges. Given a {\em base} process, its bridge is
obtained by conditioning the trajectories to start and terminate at the given
points. What can be said about the spectrum of a bridge, given the spectrum of
its base process? We show how this question can be answered asymptotically for
a family of processes, including the fractional Brownian motion.
