Brownian continuum random tree conditioned to be large
Abstract
We consider a Feller diffusion (Zs, s 0) (with diffusion coefficient \sqrt 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.
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}
}