Lecture (video)
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First theory: Stellar Collapse + Supernova explosion
Our universe is full of stars, some die quietly at the end of their life, some explode spectacularly which give birth to black holes.
If you have a supermassive star hundreds times massive than the sun, Nuclear fusion (burning hydrogen into helium and then into heavier elements) would pump energy outward; at the same time, the star’s enormous gravity crashes inward. When the fuels runs out, there’s nothing left to hold it up, the stalemate ends, gravity wins, and the core collapses, leading to a supernova explosion. If the remaining core is above a certain mass threshold (approximately 2-3 solar masses, known as the Tolman-Oppenheimer-Volkoff limit), it will collapse into a black hole. Gravity generated at the heart of the supermassive black hole is super super large.
Second theory: Black Hole Collision Rate
The supernova theory indicates that black hole couldn’t formed earlier than the first star, but this theory says it could. Black hole collision rate is detected at large redshift. If the redshift is greater than 40, the rate of collision would drop to 1/year; so if the gravitational wave observation tells us the collision rate is actually greater than 1/year, the black hole could form before the first star forms.