Le Gall, Jean-François Brownian excursions, trees and measure-valued branching processes. (English) Zbl 0753.60078 Ann. Probab. 19, No. 4, 1399-1439 (1991). Measure-valued branching processes, also called superprocesses, arise as limits of branching particle systems. An important example is the continuous super-Brownian motion and this process has been intensively studied in recent years. In the present paper an ingeneous new construction of this process is given. This construction is based on a description of the underlying branching mechanism of the superprocess in terms of the tree structure of a Poisson process of Brownian excursions. In addition this also allows the construction of the historical process also studied by D. A. Dawson and E. A. Perkins [Mem. Am. Math. Soc. 454 (1991)] and E. B. Dynkin [Probab. Theory Relat. Fields 90, No. 1, 1-36 (1991; Zbl 0727.60095)]. Several applications of this new construction are also given. One application is a derivation of the Palm measure of the fixed time random measure which is also obtained by Dawson and Perkins (loc. cit). In addition a probabilistic description of the historical process at a fixed time is obtained in terms of an infinite binary tree which describes the “family structure”. Another application is to the study of the discontinuities of the support of super-Brownian motion including a new proof of a result of E. Perkins [Ann. Probab. 18, No. 2, 453-491 (1990; Zbl 0721.60046)]. To conclude this new construction promises to provide an important tool for the study of superprocesses. Reviewer: D.A.Dawson (Ottawa) Cited in 4 ReviewsCited in 36 Documents MSC: 60J80 Branching processes (Galton-Watson, birth-and-death, etc.) 60J65 Brownian motion 60J60 Diffusion processes 60G57 Random measures 60G17 Sample path properties 60J55 Local time and additive functionals Keywords:Measure-valued branching processes; superprocesses; branching particle systems; branching mechanism of the superprocess; Palm measure; historical process Citations:Zbl 0727.60095; Zbl 0721.60046 × Cite Format Result Cite Review PDF Full Text: DOI