English

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

Probability 2013-10-22 v2

Abstract

We condition super-Brownian motion on "boundary statistics" of the exit measure XDX_D from a bounded domain DD. These are random variables defined on an auxiliary probability space generated by sampling from the exit measure XDX_D. Two particular examples are: conditioning on a Poisson random measure with intensity βXD\beta X_D and conditioning on XDX_D itself. We find the conditional laws as hh-transforms of the original SBM law using Dynkin's formulation of XX-harmonic functions. We give explicit expression for the (extended) XX-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=νX_D=\nu, in terms of a particle system, called the backbone. Each particle in the backbone is labeled by a measure ν~\tilde{\nu}, representing its descendants' total contribution to the exit measure. The particle's spatial motion is an hh-transform of Brownian motion, where hh depends on ν~\tilde{\nu}. At the particle's death two new particles are born, and ν~\tilde{\nu} is passed to the newborns by fragmentation.

Keywords

Cite

@article{arxiv.1205.2137,
  title  = {Conditioning super-Brownian motion on its boundary statistics, and fragmentation},
  author = {Thomas S. Salisbury and A. Deniz Sezer},
  journal= {arXiv preprint arXiv:1205.2137},
  year   = {2013}
}

Comments

Published in at http://dx.doi.org/10.1214/12-AOP778 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)

R2 v1 2026-06-21T21:01:13.056Z