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. © Springer-Verlag Berlin Heidelberg 2000.
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CITATION STYLE
Louchard, G. (2000). Generalized covariances of multi-dimensional brownian excursion local times. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 1776 LNCS, pp. 463–472). https://doi.org/10.1007/10719839_46
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