Super-Brownian Motion and Critical Spatial Stochastic Systems
Canadian mathematical bulletin, Tome 47 (2004) no. 2, pp. 280-297

Voir la notice de l'article provenant de la source Cambridge University Press

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.
DOI : 10.4153/CMB-2004-028-2
Mots-clés : 60G57, 60J80, 60H15, 60K35
Perkins, Ed. Super-Brownian Motion and Critical Spatial Stochastic Systems. Canadian mathematical bulletin, Tome 47 (2004) no. 2, pp. 280-297. doi: 10.4153/CMB-2004-028-2
@article{10_4153_CMB_2004_028_2,
     author = {Perkins, Ed},
     title = {Super-Brownian {Motion} and {Critical} {Spatial} {Stochastic} {Systems}},
     journal = {Canadian mathematical bulletin},
     pages = {280--297},
     year = {2004},
     volume = {47},
     number = {2},
     doi = {10.4153/CMB-2004-028-2},
     url = {http://geodesic.mathdoc.fr/articles/10.4153/CMB-2004-028-2/}
}
TY  - JOUR
AU  - Perkins, Ed
TI  - Super-Brownian Motion and Critical Spatial Stochastic Systems
JO  - Canadian mathematical bulletin
PY  - 2004
SP  - 280
EP  - 297
VL  - 47
IS  - 2
UR  - http://geodesic.mathdoc.fr/articles/10.4153/CMB-2004-028-2/
DO  - 10.4153/CMB-2004-028-2
ID  - 10_4153_CMB_2004_028_2
ER  - 
%0 Journal Article
%A Perkins, Ed
%T Super-Brownian Motion and Critical Spatial Stochastic Systems
%J Canadian mathematical bulletin
%D 2004
%P 280-297
%V 47
%N 2
%U http://geodesic.mathdoc.fr/articles/10.4153/CMB-2004-028-2/
%R 10.4153/CMB-2004-028-2
%F 10_4153_CMB_2004_028_2

[1] [1] Bachelier, L., Théorie de la spéculation. Thèse Paris, Ann. École Norm. Sup. (3) 17 (1900), 21–86. Google Scholar

[2] [2] Barlow, M. and Perkins, E., On the filtration of historical Brownian motion. Ann. Probab. 22 (1994), 1273–1294. Google Scholar

[3] [3] Bramson, M., Cox, T. and Le Gall, J.-F., Super-Brownian limits of voter model clusters. Ann. Probab. 29 (2001), 1001–1032. Google Scholar

[4] [4] Bramson, M., Durrett, R., Swindle, G., Statistical mechanics of crabgrass. Ann. Probab. 17 (1989), 444–481. Google Scholar

[5] [5] Bramson, M. and Griffeath, D., Asymptotics for interacting particle systems on Zd. Z.Wahrsch. Verw. Gebiete 53 (1980), 183–196. Google Scholar

[6] [6] Breiman, L., Probability. Addison-Wesley, Reading, 1968. Google Scholar

[7] [7] Brown, R., Philosophical Magazine N.S. 4 (1828), 161–173. Google Scholar

[8] [8] Cox, T., Durrett, R. and Perkins, E., Rescaled voter models converge to super-Brownian motion. Ann. Probab. 28 (2000), 185–234. Google Scholar

[9] [9] Cox, T. and Perkins, E., Rescaled Lotka-Volterra models converge to super-Brownian motion. Submitted, 2003. Google Scholar

[10] [10] Dawson, D., The critical measure diffusion. Z.Wahrsch. Verw. Gebiete 40 (1977), 125–145. Google Scholar

[11] [11] Dawson, D. and Perkins, E., Historical Processes. Mem. Amer.Math. Soc. 93, 1991. Google Scholar

[12] [12] Derbez, E. and Slade, G., The scaling limit of lattice trees in high dimensions. Comm. Math. Phys. 193 (1998), 69–104. Google Scholar

[13] [13] Donsker, M., An invariance principle for certain probability limit theorems. Mem. Amer.Math. Soc. 6, 1951. Google Scholar

[14] [14] Durrett, R. and Perkins, E., Rescaled contact processes converge to super-Brownian motion for d ≥ 2. Probab. Theory Related Fields 114 (1999), 309–399. Google Scholar

[15] [15] Dynkin, E., Diffusions, Superdiffusions and Partial Differential Equations. Amer.Math. Soc. Colloq. Publ. 50, Amer. Math Soc., Providence, 2002. Google Scholar

[16] [16] Etheridge, A. and March, P., A note on superprocesses. Probab. Theory Related Fields 89 (1991), 141–147. Google Scholar

[17] [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), 413–485. Google Scholar

[18] [18] Iscoe, I., A weighted occupation time for a class of measure-valued branching processes. Probab. Theory Related Fields 16 (1986), 85–116. Google Scholar

[19] [19] Itô, K., On a stochastic integral equation. Proc. Imp. Acad. Tokyo 22 (1946), 32–35. Google Scholar

[20] [20] Konno, N. and Shiga, T., Stochastic differential equations for some measure-valued diffusions. Probab. Theory Related Fields 78 (1988), 201–225. Google Scholar

[21] [21] Le Gall, J.-F., Spatial Branching Processes, Random Snakes and Partial Differential Equations. Birkhäuser, Basek, 1999. Google Scholar

[22] [22] Le Gall, J.-F. and Perkins, E., The Hausdorff measure of the support of two-dimensional super-Brownian motion. Ann. Probab. 23 (1995), 1719–1747. Google Scholar

[23] [23] Liggett, T., Interacting Particle Systems. Springer-Verlag, New York, 1985. Google Scholar

[24] [24] Mselati, B., Thèse de doctorat de L'Université Paris 6, 2002. Google Scholar

[25] [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), 519–546. Google Scholar

[26] [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] [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] [28] Reimers, M., One-dimensional stochastic pde's and the branching measure diffusion. Probab. Theory Related Fields 81 (1989), 319–340. Google Scholar

[29] [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] [30] Watanabe, S., A limit theorem of branching processes and continuous state branching processes. J. Math. Kyoto Univ. 8 (1968), 141–167. Google Scholar

[31] [31] Williams, T. and Bjerknes, R., Stochastic model for abnormal clone spread through epithelial basal layer. Nature 236 (1972), 19–21. Google Scholar

[32] [32] Sakai, A., Hyperscaling inequalities for the contact process and oriented percolation. J. Stat. Phys. 106 (2002), 201–211. Google Scholar

Cité par Sources :