The rotation correspondence is asymptotically a dilatation

The rotation correspondence is a map that sends the set of plane trees onto the set of binary trees. In this paper, we first show that when n goes to +∞, the image by the rotation correspondence of a uniformly chosen random plane tree τ with n nodes is close to 2τ (in a sense to be defined). The second part of the paper is devoted to the right and left depth of nodes in binary trees. We show that the empiric measure (suitably normalized) associated with the difference of the right depth and the left depth processes converges to the integrated super Brownian excursion. © 2004 Wiley Periodicals, Inc. Random Struct. Alg., 2004     

Bouncing Skew Brownian Motions

We consider two skew Brownian motions, driven by the same Brownian motion, with different starting points and different skewness coefficients. In Gloter and Martinez (Ann Probab 41(3A):1628–1655, 2013), the evolution of the distance between the two processes, in local timescale and up to their first hitting time, is shown to satisfy a stochastic differential equation with jumps driven by the excursion process of one of the two skew Brownian motions. In this article, we show that the distance between the two processes in local timescale may be viewed as the unique continuous Markovian self-similar extension of the process described in Gloter and Martinez (2013). This permits us to compute the law of the distance of the two skew Brownian motions at any time in the local timescale, when both original skew Brownian motions start from zero. As a consequence, we give an explicit formula for the entrance law of the associated excursion process and study the Markovian dependence on the skewness parameter. The results are related to an open question formulated initially by Burdzy and Chen (Ann Probab 29(4):1693–1715, 2001).     

Brownian bridge on hyperbolic spaces and on homogeneous trees

Let B be the Brownian motion on a noncompact non Euclidean rank one symmetric space H. A typical examples is an hyperbolic space H _n , n > 2. For ν > 0, the Brownian bridge B ^(ν) of length ν on H is the process B _t , 0 ≤t≤ν, conditioned by B ₀ = B _ν = o, where o is an origin in H. It is proved that the process converges weakly to the Brownian excursion when ν→ + ∞ (the Brownian excursion is the radial part of the Brownian Bridge on ℝ³). The same result holds for the simple random walk on an homogeneous tree. Received: 4 December 1998 / Revised version: 22 January 1999     

A martingale characterisation of the Brownian excursion compensator

Summary The note concerns the structure of the Brownian excursion filtration ( ^x , xR). This filtration, indexed by the space variable, has infinite martingale dimension. We show how it can be characterised by the martingale properties of the reflecting Brownian local time.     

Rayleigh processes, real trees, and root growth with re-grafting

The real trees form a class of metric spaces that extends the class of trees with edge lengths by allowing behavior such as infinite total edge length and vertices with infinite branching degree. Aldous's Brownian continuum random tree, the random tree-like object naturally associated with a standard Brownian excursion, may be thought of as a random compact real tree. The continuum random tree is a scaling limit as N→∞ of both a critical Galton-Watson tree conditioned to have total population size N as well as a uniform random rooted combinatorial tree with N vertices. The Aldous–Broder algorithm is a Markov chain on the space of rooted combinatorial trees with N vertices that has the uniform tree as its stationary distribution. We construct and study a Markov process on the space of all rooted compact real trees that has the continuum random tree as its stationary distribution and arises as the scaling limit as N→∞ of the Aldous–Broder chain. A key technical ingredient in this work is the use of a pointed Gromov–Hausdorff distance to metrize the space of rooted compact real trees. Berkeley Statistics Technical Report No. 654 (February 2004), revised October 2004. To appear in Probability Theory and Related Fields. SNE supported in part by NSF grants DMS-0071468 and DMS-0405778, and a Miller Institute for Basic Research in Science research professorship JP supported in part by NSF grants DMS-0071448 and DMS-0405779 AW supported by a DFG Forchungsstipendium     

Applications of the continuous-time ballot theorem to Brownian motion and related processes

Motivated by questions related to a fragmentation process which has been studied by Aldous, Pitman, and Bertoin, we use the continuous-time ballot theorem to establish some results regarding the lengths of the excursions of Brownian motion and related processes. We show that the distribution of the lengths of the excursions below the maximum for Brownian motion conditioned to first hit λ>0 at time t is not affected by conditioning the Brownian motion to stay below a line segment from (0,c) to (t,λ). We extend a result of Bertoin by showing that the length of the first excursion below the maximum for a negative Brownian excursion plus drift is a size-biased pick from all of the excursion lengths, and we describe the law of a negative Brownian excursion plus drift after this first excursion. We then use the same methods to prove similar results for the excursions of more general Markov processes.     

Limit laws for embedded trees: Applications to the integrated superBrownian excursion

We study three families of labeled plane trees. In all these trees, the root is labeled 0 and the labels of two adjacent nodes differ by 0,1, or ?1. One part of the paper is devoted to enumerative results. For each family, and for all j ∈ ?, we obtain closed form expressions for the following three generating functions: the generating function of trees having no label larger than j; the (bivariate) generating function of trees, counted by the number of edges and the number of nodes labeled j; and finally the (bivariate) generating function of trees, counted by the number of edges and the number of nodes labeled at least, j. Strangely enough, all these series turn out to be algebraic, but we have no combinatorial intuition for this algebraicity. The other part of the paper is devoted to deriving limit laws from these enumerative results. In each of our families of trees, we endow the trees of size n with the uniform distribution and study the following random variables: M_n, the largest label occurring in a (random) tree; X_n(j), the number of nodes labeled j; and X(j), the number of nodes labeled j or more. We obtain limit laws for scaled versions of these random variables. Finally, we translate the above limit results into statements dealing with the integrated superBrownian excursion. In particular, we describe the law of the supremum of its support (thus recovering some earlier results obtained by Delmas) and the law of its distribution function at a given point. We also conjecture the law of its density (at a given point). © 2006 Wiley Periodicals, Inc. Random Struct. Alg., 2006     

Patterns in random permutations avoiding the pattern 321

We consider a random permutation drawn from the set of 321 ‐avoiding permutations of length n and show that the number of occurrences of another pattern σ has a limit distribution, after scaling by n^{m + ?} where m is the length of σ and ? is the number of blocks in it. The limit is not normal, and can be expressed as a functional of a Brownian excursion.     

An Extension of Vervaat's Transformation and Its Consequences

Vervaat⁽¹⁸⁾ proved that by exchanging the pre-minimum and post-minimum parts of a Brownian bridge one obtains a normalized Brownian excursion. Let s (0, 1), then we extend this result by determining a random time m _s such that when we exchange the pre-m _s-part and the post-m _s-part of a Brownian bridge, one gets a Brownian bridge conditioned to spend a time equal to s under 0. This transformation leads to some independence relations between some functionals of the Brownian bridge and the time it spends under 0. By splitting the Brownian motion at time m _s in another manner, we get a new path transformation which explains an identity in law on quantiles due to Port. It also yields a pathwise construction of a Brownian bridge conditioned to spend a time equal to s under 0.     

Local time is a semi-martingale

Summary Ifs(t, x) is the local time of a Brownian motion, we show the processx(t, x) is a semi-martingale inH ^p for allp<, with respect to the appropriate excursion fields. In addition, the canonical decomposition of local time, as the sum of a martingale and a process of bounded variation, is found.The author gratefully acknowledges the support of a University Research Fellowship from NSERC of Canada     

Self-similar fragmentations derived from the stable tree II: splitting at nodes

We study a natural fragmentation process of the so-called stable tree introduced by Duquesne and Le Gall, which consists in removing the nodes of the tree according to a certain procedure that makes the fragmentation self-similar with positive index. Explicit formulas for the semigroup are given, and we provide asymptotic results. We also give an alternative construction of this fragmentation, using paths of Lévy processes, hence echoing the two alternative constructions of the standard additive coalescent by fragmenting the Brownian continuum random tree or using Brownian paths, respectively due to Aldous-Pitman and Bertoin.Mathematics Subject Classification (2000): 60J25, 60G52Acknowledgement Many thanks to Jean Bertoin for many precious comments on this work, and to Jean-François Le Gall for discussions related to the stable tree. Thanks also to an anonymous referee for a careful reading and very helpful comments that helped to consequently improve the presentation of this work.     

Limit laws for local counters in random binary search trees

Limit laws for several quantities in random binary search trees that are related to the local shape of a tree around each node can be obtained very simply by applying central limit theorems for w-dependent random variables. Examples include: the number of leaves (L_n), the number of nodes with k descendants (k fixed), the number of nodes with no left child, the number of nodes with k left descendants. Some of these results can also be obtained via the theory of urn models, but the present method seems easier to apply.     

Intersection Local Times of Independent Brownian Motions as Generalized White Noise Functionals

A 'chaos expansion' of the intersection local time functional of two independent Brownian motions in R ^d is given. The expansion is in terms of normal products of white noise (corresponding to multiple Wiener integrals). As a consequence of the local structure of the normal products, the kernel functions in the expansion are explicitly given and exhibit clearly the dimension dependent singularities of the local time functional. Their L ^p -properties are discussed. An important tool for deriving the chaos expansion is a computation of the 'S-transform' of the corresponding regularized intersection local times and a control about their singular limit.     

On the trajectory of an individual chosen according to supercritical Gibbs measure in the branching random walk

Consider a branching random walk on the real line. Madaule (2016) showed the renormalized trajectory of an individual selected according to the critical Gibbs measure converges in law to a Brownian meander. Besides, Chen (2015) proved that the renormalized trajectory leading to the leftmost individual at time $n$ converges in law to a standard Brownian excursion. In this article, we prove that the renormalized trajectory of an individual selected according to a supercritical Gibbs measure also converges in law toward the Brownian excursion. Moreover, refinements of this results enables to express the probability for the trajectories of two individuals selected according to the Gibbs measure to have split before time $t$, partially answering a question of Derrida and Spohn (1988).     

Continuity in Law with Respect to the Hurst Parameter of the Local Time of the Fractional Brownian Motion

We give a result of stability in law of the local time of the fractional Brownian motion with respect to small perturbations of the Hurst parameter. Concretely, we prove that the law (in the space of continuous functions) of the local time of the fractional Brownian motion with Hurst parameter H converges weakly to that of the local time of , when H tends to H ₀.      

Tokunaga and Horton self-similarity for level set trees of Markov chains

The Horton and Tokunaga branching laws provide a convenient framework for studying self-similarity in random trees. The Horton self-similarity is a weaker property that addresses the principal branching in a tree; it is a counterpart of the power-law size distribution for elements of a branching system. The stronger Tokunaga self-similarity addresses so-called side branching. The Horton and Tokunaga self-similarity have been empirically established in numerous observed and modeled systems, and proven for two paradigmatic models: the critical Galton–Watson branching process with finite progeny and the finite-tree representation of a regular Brownian excursion. This study establishes the Tokunaga and Horton self-similarity for a tree representation of a finite symmetric homogeneous Markov chain. We also extend the concept of Horton and Tokunaga self-similarity to infinite trees and establish self-similarity for an infinite-tree representation of a regular Brownian motion. We conjecture that fractional Brownian motions are also Tokunaga and Horton self-similar, with self-similarity parameters depending on the Hurst exponent.     

Geodesics in large planar maps and in the Brownian map

We study geodesics in the random metric space called the Brownian map, which appears as the scaling limit of large planar maps. In particular, we completely describe geodesics starting from the distinguished point called the root, and we characterize the set S of all points that are connected to the root by more than one geodesic. The set S is dense in the Brownian map and homeomorphic to a non-compact real tree. Furthermore, for every x in S, the number of distinct geodesics from x to the root is equal to the number of connected components of S\{x}. In particular, points of the Brownian map can be connected to the root by at most three distinct geodesics. Our results have applications to the behavior of geodesics in large planar maps.     

Uniqueness of Dirichlet forms associated with systems of infinitely many Brownian balls in ℝ d

Summary. Dirichlet forms associated with systems of infinitely many Brownian balls in ℝ ^d are studied. Introducing a linear operator L ₀ defined on a space of smooth local functions, we show the uniqueness of Dirichlet forms associated with self adjoint Markovian extensions of L ₀. We also discuss the ergodicity of the reversible process associated with the Dirichlet form. Received: 18 July 1996/In revised form: 13 February 1997     

布朗运动和次分数布朗运动混合的局部时

本文研究了布朗运动和次分数布朗运动混合的局部时问题.利用白噪声分析方法和次分数布朗运动的另一种表示形式,证明了该局部时是一个Hida广义泛函.进一步,借助于S-变换给出了该局部时的混沌表示.最后获得了该局部时的正则性条件.推广了布朗运动局部时的一些结果.     

On the most visited sites by a symmetric stable process

Summary. At time t, the most visited site of a linear Brownian motion is defined as the point which realises the supremum of the local times at time t. Let V be the time indexed process of the most visited sites by a linear Brownian motion. We show that every value is polar for V. Those results are extended from Brownian motion to symmetric stable processes, and then to the absolute value of a symmetric stable process. Received: 1 March 1996 / In revised form: 17 October 1996