Hostname: page-component-78c5997874-v9fdk Total loading time: 0 Render date: 2024-11-10T22:07:37.142Z Has data issue: false hasContentIssue false

Super-Brownian Motion and Critical Spatial Stochastic Systems

Published online by Cambridge University Press:  20 November 2018

Ed Perkins*
Affiliation:
Department of Mathematics University of British Columbia Vancouver, British Columbia V6T 1Z2
Rights & Permissions [Opens in a new window]

Abstract

Core share and HTML view are not available for this content. However, as you have access to this content, a full PDF is available via the ‘Save PDF’ action button.

This article is a short introduction to super-Brownian motion. Some of its properties are discussed but our main objective is to describe a number of limit theorems which show super-Brownian motion is a universal limit for rescaled spatial stochastic systems at criticality above a critical dimenson. These systems include the voter model, the contact process and critical oriented percolation.

Type
Research Article
Copyright
Copyright © Canadian Mathematical Society 2004

References

[1] Bachelier, L., Théorie de la spéculation. Thèse Paris, Ann. École Norm. Sup. (3) 17 (1900), 2186.Google Scholar
[2] Barlow, M. and Perkins, E., On the filtration of historical Brownian motion. Ann. Probab. 22 (1994), 12731294.Google Scholar
[3] Bramson, M., Cox, T. and Le Gall, J.-F., Super-Brownian limits of voter model clusters. Ann. Probab. 29 (2001), 10011032.Google Scholar
[4] Bramson, M., Durrett, R., Swindle, G., Statistical mechanics of crabgrass. Ann. Probab. 17 (1989), 444481.Google Scholar
[5] Bramson, M. and Griffeath, D., Asymptotics for interacting particle systems on Zd. Z.Wahrsch. Verw. Gebiete 53 (1980), 183196.Google Scholar
[6] Breiman, L., Probability. Addison-Wesley, Reading, 1968.Google Scholar
[7] Brown, R., Philosophical Magazine N.S. 4 (1828), 161173.Google Scholar
[8] Cox, T., Durrett, R. and Perkins, E., Rescaled voter models converge to super-Brownian motion. Ann. Probab. 28 (2000), 185234.Google Scholar
[9] Cox, T. and Perkins, E., Rescaled Lotka-Volterra models converge to super-Brownian motion. Submitted, 2003.Google Scholar
[10] Dawson, D., The critical measure diffusion. Z.Wahrsch. Verw. Gebiete 40 (1977), 125145.Google Scholar
[11] Dawson, D. and Perkins, E., Historical Processes. Mem. Amer.Math. Soc. 93, 1991.Google Scholar
[12] Derbez, E. and Slade, G., The scaling limit of lattice trees in high dimensions. Comm. Math. Phys. 193 (1998), 69104.Google Scholar
[13] Donsker, M., An invariance principle for certain probability limit theorems. Mem. Amer.Math. Soc. 6, 1951.Google Scholar
[14] Durrett, R. and Perkins, E., Rescaled contact processes converge to super-Brownian motion for d ≥ 2. Probab. Theory Related Fields 114 (1999), 309399.Google Scholar
[15] Dynkin, E., Diffusions, Superdiffusions and Partial Differential Equations. Amer.Math. Soc. Colloq. Publ. 50, Amer. Math Soc., Providence, 2002.Google Scholar
[16] Etheridge, A. and March, P., A note on superprocesses. Probab. Theory Related Fields 89 (1991), 141147.Google Scholar
[17] van der Hofstad, R. and Slade, G., Convergence of critical oriented percolation to super-Brownian motion above 4 + 1 dimensions. Ann. Inst. H. Poincaré Probab. Statist. 39 (2003), 413485.Google Scholar
[18] Iscoe, I., A weighted occupation time for a class of measure-valued branching processes. Probab. Theory Related Fields 16 (1986), 85116.Google Scholar
[19] Itô, K., On a stochastic integral equation. Proc. Imp. Acad. Tokyo 22 (1946), 3235.Google Scholar
[20] Konno, N. and Shiga, T., Stochastic differential equations for some measure-valued diffusions. Probab. Theory Related Fields 78 (1988), 201225.Google Scholar
[21] Le Gall, J.-F., Spatial Branching Processes, Random Snakes and Partial Differential Equations. Birkhäuser, Basek, 1999.Google Scholar
[22] Le Gall, J.-F. and Perkins, E., The Hausdorff measure of the support of two-dimensional super-Brownian motion. Ann. Probab. 23 (1995), 17191747.Google Scholar
[23] Liggett, T., Interacting Particle Systems. Springer-Verlag, New York, 1985.Google Scholar
[24] Mselati, B., Thèse de doctorat de L'Université Paris 6, 2002.Google Scholar
[25] Mueller, C. and Tribe, R., Stochastic pde's arising from the long range contact and long range voter processes. Probab. Theory Related Fields 102 (1994), 519546.Google Scholar
[26] Perkins, E., Conditional Dawson-Watanabe processes and Fleming-Viot processes. In: Seminar on Stochastic Processes 1991, Birkhäuser, Boston, 1992, pp. 142–155.Google Scholar
[27] Perkins, E., Dawson-Watanabe Superprocesses and Measure-Valued Diffusions. In: Lectures on probability theory and statistics (Saint-Flour, 1999), 125–324, Lecture Notes in Math., 1781, Springer, Berlin.Google Scholar
[28] Reimers, M., One-dimensional stochastic pde's and the branching measure diffusion. Probab. Theory Related Fields 81 (1989), 319340.Google Scholar
[29] Walsh, J. B., An Introduction to Stochastic Partial Differential Eqauations. In: ´Ecole d'été de probabilités de Saint-Flour, XIV.1984, 265–439, Lecture Notes in Math., 1180, Springer, Berlin.Google Scholar
[30] Watanabe, S., A limit theorem of branching processes and continuous state branching processes. J. Math. Kyoto Univ. 8 (1968), 141167.Google Scholar
[31] Williams, T. and Bjerknes, R., Stochastic model for abnormal clone spread through epithelial basal layer. Nature 236 (1972), 1921.Google Scholar
[32] Sakai, A., Hyperscaling inequalities for the contact process and oriented percolation. J. Stat. Phys. 106 (2002), 201211.Google Scholar