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Boundedness of Gaussian random sums on trees

Probability 2021-07-12 v1

Abstract

Let T\mathcal{T} be a rooted tree endowed with the natural partial order \preceq. Let (Z(v))vT(Z(v))_{v\in \mathcal{T}} be a sequence of independent standard Gaussian random variables and let α=(αk)k=1\alpha = (\alpha_k)_{k=1}^\infty be a sequence of real numbers with k=1αk2<\sum_{k=1}^\infty \alpha_k^2<\infty. Set α0=0\alpha_0 =0 and define a Gaussian process on T\mathcal{T} in the following way: G(T,α;v):=uvαuZ(u),vT, G(\mathcal{T}, \alpha; v): = \sum_{u\preceq v} \alpha_{|u|} Z(u), \quad v \in \mathcal{T}, where u|u| denotes the graph distance between the vertex uu and the root vertex. Under mild assumptions on T\mathcal{T}, we obtain a necessary and sufficient condition for the almost sure boundedness of the above Gaussian process. Our condition is also necessary and sufficient for the almost sure uniform convergence of the Gaussian process G(T,α;v)G(\mathcal{T}, \alpha; v) along all rooted geodesic rays in T\mathcal{T}.

Keywords

Cite

@article{arxiv.2107.04177,
  title  = {Boundedness of Gaussian random sums on trees},
  author = {Yong Han and Yanqi Qiu and Zipeng Wang},
  journal= {arXiv preprint arXiv:2107.04177},
  year   = {2021}
}

Comments

21 pages

R2 v1 2026-06-24T04:01:37.527Z