par Louchard, Guy ;Turner, John
Référence Theoretical computer science, 297, 1-3, page (317-336)
Publication Publié, 2003
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. © 2002 Elsevier Science B.V. All rights reserved.