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