Brownian continuum random tree conditioned to be large
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arXiv
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| Format: | Preprint |
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2022
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| author | Abraham, Romain Delmas, Jean-Franç Ois He, Hui |
| author_facet | Abraham, Romain Delmas, Jean-Franç Ois He, Hui |
| contents | We consider a Feller diffusion (Zs, s $\ge$ 0) (with diffusion coefficient $\sqrt$ 2$β$ and drift $θ$ $\in$ R) that we condition on {Zt = at}, where at is a deterministic function, and we study the limit in distribution of the conditioned process and of its genealogical tree as t $\rightarrow$ +$\infty$. When at does not increase too rapidly, we recover the standard size-biased process (and the associated genealogical tree given by the Kesten's tree). When at behaves as $α$$β$ 2 t 2 when $θ$ = 0 or as $α$ e 2$β$|$θ$|t when $θ$ = 0, we obtain a new process whose distribution is described by a Girsanov transformation and equivalently by a SDE with a Poissonian immigration. Its associated genealogical tree is described by an infinite discrete skeleton (which does not satisfy the branching property) decorated with Brownian continuum random trees given by a Poisson point measure. As a by-product of this study, we introduce several sets of trees endowed with a Gromovtype distance which are of independent interest and which allow here to define in a formal and measurable way the decoration of a backbone with a family of continuum random trees. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2202_10258 |
| institution | arXiv |
| publishDate | 2022 |
| record_format | arxiv |
| spellingShingle | Brownian continuum random tree conditioned to be large Abraham, Romain Delmas, Jean-Franç Ois He, Hui Probability We consider a Feller diffusion (Zs, s $\ge$ 0) (with diffusion coefficient $\sqrt$ 2$β$ and drift $θ$ $\in$ R) that we condition on {Zt = at}, where at is a deterministic function, and we study the limit in distribution of the conditioned process and of its genealogical tree as t $\rightarrow$ +$\infty$. When at does not increase too rapidly, we recover the standard size-biased process (and the associated genealogical tree given by the Kesten's tree). When at behaves as $α$$β$ 2 t 2 when $θ$ = 0 or as $α$ e 2$β$|$θ$|t when $θ$ = 0, we obtain a new process whose distribution is described by a Girsanov transformation and equivalently by a SDE with a Poissonian immigration. Its associated genealogical tree is described by an infinite discrete skeleton (which does not satisfy the branching property) decorated with Brownian continuum random trees given by a Poisson point measure. As a by-product of this study, we introduce several sets of trees endowed with a Gromovtype distance which are of independent interest and which allow here to define in a formal and measurable way the decoration of a backbone with a family of continuum random trees. |
| title | Brownian continuum random tree conditioned to be large |
| topic | Probability |
| url | https://arxiv.org/abs/2202.10258 |