Computation of Moments for the Length of the OneDimensional ISE Support

Jean-Francois Delmas (École des Ponts)

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 ${L'}$.

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Pages: 1-15

Publication Date: September 23, 2003

DOI: 10.1214/EJP.v8-161

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