Computation of moments for the length of the one dimensional ISE support

Research output: Contribution to journalArticlepeer-review

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 R0 as well as the covariance of R’ and L’.

Original languageEnglish
Pages (from-to)1-15
Number of pages15
JournalElectronic Journal of Probability
Volume8
DOIs
Publication statusPublished - 1 Jan 2003

Keywords

  • Brownian snake
  • Ise

Fingerprint

Dive into the research topics of 'Computation of moments for the length of the one dimensional ISE support'. Together they form a unique fingerprint.

Cite this