Conditioning super-Brownian motion on its boundary statistics, and fragmentation

• Autores: Thomas S. Salisbury, A. Deniz Sezer
• Localización: Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 41, Nº. 5, 2013, págs. 3617-3657
• Idioma: inglés
• DOI: 10.1214/12-AOP778
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• Resumen

  • We condition super-Brownian motion on “boundary statistics” of the exit measure XD from a bounded domain D. These are random variables defined on an auxiliary probability space generated by sampling from the exit measure XD. Two particular examples are: conditioning on a Poisson random measure with intensity βXD and conditioning on XD itself. We find the conditional laws as h-transforms of the original SBM law using Dynkin’s formulation of X-harmonic functions. We give explicit expression for the (extended) X-harmonic functions considered. We also obtain explicit constructions of these conditional laws in terms of branching particle systems. For example, we give a fragmentation system description of the law of SBM conditioned on XD=ν, in terms of a particle system, called the backbone. Each particle in the backbone is labeled by a measure ν~, representing its descendants’ total contribution to the exit measure. The particle’s spatial motion is an h-transform of Brownian motion, where h depends on ν~. At the particle’s death two new particles are born, and ν~ is passed to the newborns by fragmentation.