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Computation of Moments for the Length of the OneDimensional ISE Support


 
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1. Title Title of document Computation of Moments for the Length of the OneDimensional ISE Support
 
2. Creator Author's name, affiliation, country Jean-Francois Delmas; École des Ponts; France
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) ISE; Brownian snake
 
3. Subject Subject classification 60J55;60J65;60J80;60G57
 
4. Description 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 ${L'}$.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2003-09-23
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/161
 
10. Identifier Digital Object Identifier 10.1214/EJP.v8-161
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 8
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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