English

Random Gaussian sums on trees

Probability 2012-12-04 v1

Abstract

Let TT be a tree with induced partial order \preceq. We investigate centered Gaussian processes X=(Xt)tTX=(X_t)_{t\in T} represented as Xt=σ(t)vtα(v)ξv X_t=\sigma(t)\sum_{v \preceq t}\alpha(v)\xi_v for given weight functions α\alpha and σ\sigma on TT and with (ξv)vT(\xi_v)_{v\in T} i.i.d. standard normal. In a first part we treat general trees and weights and derive necessary and sufficient conditions for the a.s. boundedness of XX in terms of compactness properties of (T,d)(T,d). Here dd is a special metric defined via α\alpha and σ\sigma, which, in general, is not comparable with the Dudley metric generated by XX. In a second part we investigate the boundedness of XX for the binary tree and for homogeneous weights. Assuming some mild regularity assumptions about α\alpha we completely characterize weights α\alpha and σ\sigma with XX being a.s. bounded.

Keywords

Cite

@article{arxiv.1012.2683,
  title  = {Random Gaussian sums on trees},
  author = {Mikhail Lifshits and Werner Linde},
  journal= {arXiv preprint arXiv:1012.2683},
  year   = {2012}
}
R2 v1 2026-06-21T16:57:37.798Z