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Superprocess


A superprocess is a measure-valued Markov process that arises as a high-density scaling limit of branching particle systems. The term measure-valued means that each state X_t is a random variable whose possible values are finite measures, rather than real numbers or points. For a function f taking only nonnegative values, X_t(f)=intfdX_t records the mass of X_t tested against f.

For a broad class of superprocesses, the conditional Laplace functional has the form

 E_mu[exp(-X_t(f))]=exp(-mu(u_t)),

where E_mu is the expected value conditional on the initial state X_0=mu and mu(u_t)=intu_tdmu. It is a functional because its input f is a function, and it is conditional because the initial measure mu is fixed. The function u_t solves a nonlinear differential equation describing its evolution in time. The spatial motion supplies the transport or diffusion part of this equation, while the branching mechanism supplies its nonlinear term. A basic example, super-Brownian motion, uses Brownian motion and quadratic branching.


See also

Branching Process, Laplace Functional, Markov Process, Measure, Random Variable, Stochastic Process

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References

Dynkin, E. B. An Introduction to Branching Measure-Valued Processes. Providence, RI: Amer. Math. Soc., 1994.Li, Z. Measure-Valued Branching Markov Processes, 2nd ed. Berlin, Germany: Springer, 2023. https://doi.org/10.1007/978-3-662-66910-5.

Cite this as:

Weisstein, Eric W. "Superprocess." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/Superprocess.html

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