par Louchard, Guy
Référence Lecture notes in computer science, 1776 LNCS, page (463-472)
Publication Publié, 2000
Article révisé par les pairs
Résumé : 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.