Open Access
2003 Computation of Moments for the Length of the One Dimensional ISE Support
Jean-Francois Delmas
Author Affiliations +
Electron. J. Probab. 8: 1-15 (2003). DOI: 10.1214/EJP.v8-161

Abstract

We consider in this paper the support $[L',R']$ of the one dimensional Integrated Super Brownian Excursion. We determine the distribution of $(R',L')$ through a modified Laplace transform. Then we give an explicit value for the first two moments of $R'$ as well as the covariance of $R'$ and ${L'}$.

Citation

Download Citation

Jean-Francois Delmas. "Computation of Moments for the Length of the One Dimensional ISE Support." Electron. J. Probab. 8 1 - 15, 2003. https://doi.org/10.1214/EJP.v8-161

Information

Published: 2003
First available in Project Euclid: 23 May 2016

zbMATH: 1064.60169
MathSciNet: MR2041818
Digital Object Identifier: 10.1214/EJP.v8-161

Subjects:
Primary: 60J55
Secondary: 60G57 , 60J65 , 60J80

Keywords: Brownian snake , ISE

Rights: Copyright © 2003 The Institute of Mathematical Statistics and the Bernoulli Society

Vol.8 • 2003
Back to Top