Electronic Journal of Probability

Computation of Moments for the Length of the One Dimensional ISE Support

Jean-Francois Delmas

Full-text: Open access

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 ${L'}$.

Article information

Source
Electron. J. Probab., Volume 8 (2003), paper no. 17, 15 p.

Dates
First available in Project Euclid: 23 May 2016

Permanent link to this document
https://projecteuclid.org/euclid.ejp/1464037590

Digital Object Identifier
doi:10.1214/EJP.v8-161

Mathematical Reviews number (MathSciNet)
MR2041818

Zentralblatt MATH identifier
1064.60169

Subjects
Primary: 60J55: Local time and additive functionals
Secondary: 60J65: Brownian motion [See also 58J65] 60J80: Branching processes (Galton-Watson, birth-and-death, etc.) 60G57: Random measures

Keywords
ISE Brownian snake

Citation

Delmas, Jean-Francois. Computation of Moments for the Length of the One Dimensional ISE Support. Electron. J. Probab. 8 (2003), paper no. 17, 15 p. doi:10.1214/EJP.v8-161. https://projecteuclid.org/euclid.ejp/1464037590


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References

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