Computation of Moments for the Length of the One Dimensional ISE Support
Jean-Francois Delmas,
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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