Historical processes

From MaRDI portal





This work deals with the class of measure-valued Markov processes called superprocesses. Heuristically, the value of a superprocess at time \(t\) can be interpreted as a measure concentrated on the set of positions at time \(t\) of a ``cloud of particles. The associated historical process, which is the main object of interest in the present work, provides the corresponding measure on the set of paths followed by these particles until time \(t\). The historical process therefore contains more information than the superprocess and can be useful even to derive properties which are stated in terms of the superprocess. In the present paper, the authors develop a general theory of historical processes associated with a very large class of superprocesses, and then give several important applications. The historical process is constructed as a superprocess over the so-called path process associated with the spatial motion of the particles. The advantage of this approach is that it allows one to use the existing machinery of superprocesses. The authors develop a detailed analysis of the probabilistic structure of the historical process, and then obtain a Palm measure formula for the random measure which is the value of the historical process at a given time. This Palm formula is a key tool in the proof of a 0-1 law for the Campbell measure of the historical process at a fixed time \(t\). This 0-1 law in turn has nice applications to the path properties of superprocesses. The authors use it to refine the Hausdorff measure results of Perkins for the support of superstable processes. The Palm measure formula is also used to give an elementary approach to some results of weak convergence to equilibrium for superstable processes started with an infinite measure. The authors then give a rigorous justification of the heuristic description of the historical process given above, by means of an approximating system of branching particles. As a final application, this approximation is used to obtain a uniform modulus of continuity for the paths lying in the union of the supports of the historical process taken at all times \(t>0\). This modulus of continuity had already been obtained by Dawson, Iscoe and Perkins for the nonstandard model associated with super Brownian motion, and had important applications in previous work. The use of the historical process allows one to give a standard formulation of this result.




Cited in
(93)








This page was built for publication: Historical processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3978700)