Generalized covariances of multi-dimensional Brownian excursion local times

Louchard, Guy
Turner, John

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Publication date

January 2003

DOI

10.1016/S0304-3975(02)00645-X

Publisher

Elsevier BV

ISSN

0304-3975

Abstract

Expressions 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. © 2002 Elsevier Science B.V. All rights reserved.SCOPUS: cp.jinfo:eu-repo/semantics/publishe

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Generalized covariances of multi-dimensional Brownian excursion local times

Abstract

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Generalized covariances of multi-dimensional Brownian excursion local times

Abstract

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