Add to ORKGExpressions for the generalized covariances of multi-dimensional Brownian excursion local times are derived from corresponding densities transforms. Typical applications are moments of the cost of structures such as M/G/1 queue, Random trees, Markov stack or priority queue in Knuth's model. Brownian excursion area and a result of Biane and Yor are also revisited
textabstractWe analyze a single-node network with Brownian input. We first derive an explicit expres...
International audienceWe calculate the probability density function of the local score position on c...
In this paper, we study the excursion time of a Brownian motion with drift outside a corridor by usi...
Expressions for the generalized covariances of multi-dimensional Brownian excursion local times are ...
AbstractExpressions for the generalized covariances of multi-dimensional Brownian excursion local ti...
Expressions for the generalized covariances of multi-dimensional Brownian excursion local times are ...
Expressions for the multi-dimensional densities of Brownian excursion local time are derived by two ...
Expressions for the multi-dimensional densities of Brownian bridge local time are derived by two dif...
This monograph discusses the existence and regularity properties of local times associated to a cont...
The Brownian motion with multi-dimensional time parameter introduced by Paul Lévy can be viewed as a...
AMS subject classication: 60J55 (60J65) Brownian excursion, random tree, local time. The law of a ra...
In this paper we study the excursions of the workload process of G/GI/1 queues above a given level. ...
The present dissertation provides contributions to three distinct topics of modern stochastic analys...
This work is to popularize the method of computing the distribution of the excursion times for a Gau...
When the covariance between the risk factors of asset prices is due to both Brownian and jump compon...
textabstractWe analyze a single-node network with Brownian input. We first derive an explicit expres...
International audienceWe calculate the probability density function of the local score position on c...
In this paper, we study the excursion time of a Brownian motion with drift outside a corridor by usi...
Expressions for the generalized covariances of multi-dimensional Brownian excursion local times are ...
AbstractExpressions for the generalized covariances of multi-dimensional Brownian excursion local ti...
Expressions for the generalized covariances of multi-dimensional Brownian excursion local times are ...
Expressions for the multi-dimensional densities of Brownian excursion local time are derived by two ...
Expressions for the multi-dimensional densities of Brownian bridge local time are derived by two dif...
This monograph discusses the existence and regularity properties of local times associated to a cont...
The Brownian motion with multi-dimensional time parameter introduced by Paul Lévy can be viewed as a...
AMS subject classication: 60J55 (60J65) Brownian excursion, random tree, local time. The law of a ra...
In this paper we study the excursions of the workload process of G/GI/1 queues above a given level. ...
The present dissertation provides contributions to three distinct topics of modern stochastic analys...
This work is to popularize the method of computing the distribution of the excursion times for a Gau...
When the covariance between the risk factors of asset prices is due to both Brownian and jump compon...
textabstractWe analyze a single-node network with Brownian input. We first derive an explicit expres...
International audienceWe calculate the probability density function of the local score position on c...
In this paper, we study the excursion time of a Brownian motion with drift outside a corridor by usi...