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Generalized covariances of multi-dimensional Brownian excursion local times

โœ Scribed by Guy Louchard; John W. Turner

Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
196 KB
Volume
297
Category
Article
ISSN
0304-3975

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โœฆ Synopsis

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.

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