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Brownian continuum random tree conditioned to be large

Romain Abraham, Jean-Franç Ois Delmas, Hui He

TL;DR

The paper develops a comprehensive theory for Brownian continuum random trees conditioned to be large via quadratic CSBPs. It derives local limits under large conditioning using h-transforms and Poisson immigration, yielding a novel backbone structure where an infinite spine is decorated by independent Brownian CRTs, rather than a classical branching backbone. The work systematically builds a rigorous backbone-decomposition framework, culminating in a generalized n-leaves decomposition and precise measurable grafting machinery in a robust Gromov–Hausdorff-type topology. These results generalize Kesten-tree-type limits, connect to Doob h-transforms, and provide foundational topology for decorated random trees with potential applications in branching-process genealogies and continuum random-tree theory.

Abstract

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.

Brownian continuum random tree conditioned to be large

TL;DR

The paper develops a comprehensive theory for Brownian continuum random trees conditioned to be large via quadratic CSBPs. It derives local limits under large conditioning using h-transforms and Poisson immigration, yielding a novel backbone structure where an infinite spine is decorated by independent Brownian CRTs, rather than a classical branching backbone. The work systematically builds a rigorous backbone-decomposition framework, culminating in a generalized n-leaves decomposition and precise measurable grafting machinery in a robust Gromov–Hausdorff-type topology. These results generalize Kesten-tree-type limits, connect to Doob h-transforms, and provide foundational topology for decorated random trees with potential applications in branching-process genealogies and continuum random-tree theory.

Abstract

We consider a Feller diffusion (Zs, s 0) (with diffusion coefficient 2 and drift 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 +. 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 2 t 2 when = 0 or as e 2||t when = 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.
Paper Structure (52 sections, 62 theorems, 257 equations, 6 figures, 2 tables)

This paper contains 52 sections, 62 theorems, 257 equations, 6 figures, 2 tables.

Key Result

Proposition 1.1

Let $\alpha\geq 0$ and $(S^{\alpha}_t, t\geq 0)$ be a Poisson process with intensity $\alpha {\rm d} t$, independent of the Brownian motion $(B_t, t\geq 0)$. The process $Z^\alpha$ starting at $Z^\alpha_0=0$ is distributed as the solution $Y^\alpha=(Y^\alpha_t, t\geq 0)$ of:

Figures (6)

  • Figure 1: A tree $({\mathbf t},\mathbf v)\in {\mathbb T}^{(3)}_{\mathrm{plan}}$ with $\mathbf v=({\varrho},1,3,2)$
  • Figure 2: The trees ${\mathbf T}_1^{(4)}$, ${\mathbf T}_2^{(4)}$, ${\mathbf T}_3^{(4)}$ and ${\mathbf T}_4^{(4)}$ obtained from the sequences $(K_1=1,K_2=1,K_3=2)$ and $(\varepsilon_1={\rm g},\varepsilon_2={\rm d},\varepsilon_3={\rm d})$. The dashed lines represent the levels $\xi_1^{(4)},\xi_2^{(4)},\xi_3^{(4)}$.
  • Figure 3: Example of restrictions of a tree $T$ with a marked spine $S$ (in bold).
  • Figure 4: A discrete trees spanned by the leaves $\{1, 2, 3\}$.
  • Figure 5: The splitting of the left hand tree with respect to $\mathbf v=\{{\varrho},1,2,3\}$. In this instance, $T_{\{1,2\}}$ and $T_{\{1,3\}}$ are reduced to their own root.
  • ...and 1 more figures

Theorems & Definitions (119)

  • Proposition 1.1: Representation using a Poisson immigration, case $\theta=0$
  • Theorem 1.2: Generalized $n$-leaves decomposition, case $\theta=0$
  • Remark 2.1: Scaling property of $Z$
  • Lemma 2.2
  • Lemma 2.3: Entrance law and transition densities of $Z$
  • proof
  • Lemma 2.4
  • proof
  • Lemma 2.5: Martin boundary
  • Remark 2.6: Equivalent condition for the moderate regime
  • ...and 109 more