English

Brownian continuum random tree conditioned to be large

Probability 2025-11-04 v3

Abstract

We consider a Feller diffusion (Zs, s \ge 0) (with diffusion coefficient \sqrt 2β\beta and drift θ\theta \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\alphaβ\beta 2 t 2 when θ\theta = 0 or as α\alpha e 2β\beta|θ\theta|t when θ\theta = 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.

Keywords

Cite

@article{arxiv.2202.10258,
  title  = {Brownian continuum random tree conditioned to be large},
  author = {Romain Abraham and Jean-Franç Ois Delmas and Hui He},
  journal= {arXiv preprint arXiv:2202.10258},
  year   = {2025}
}
R2 v1 2026-06-24T09:47:52.753Z