We consider random recursive trees that are grown via community modulated schemes that involve random attachment or degree based attachment. The aim of this paper is to derive general techniques based on continuous time embedding to study such models. The associated continuous time embeddings are not branching processes: individual reproductive rates at each time depend on the composition of the entire population at that time. Using stochastic analytic techniques we show that various key macroscopic statistics of the continuous time embedding stabilize, allowing asymptotics for a host of functionals of the original models to be derived.
Lower and upper bounds for the cumulative distribution function (cdf) of the time to extinction in a subcritical two-sex branching process are derived. A recursive procedure for approximating this cdf is also utilized. The results are illustrated with some simulations.
We consider multitype branching processes arising in the study of random laminations of the disk. We classify these processes according to their subcritical or supercritical behavior and provide Kolmogorov-type estimates in the critical case corresponding to the random recursive lamination process of [1]. The proofs use the infinite dimensional Perron-Frobenius theory and quasi-stationary distributions.
Power law distributions have been repeatedly observed in a wide variety of socioeconomic, biological and technological areas. In many of the observations, e.g., city populations and sizes of living organisms, the objects of interest evolve due to the replication of their many independent components, e.g., births-deaths of individuals and replications of cells. Furthermore, the rates of the replication are often controlled by exogenous parameters causing periods of expansion and contraction, e.g., baby booms and busts, economic booms and recessions, etc. In addition, the sizes of these objects …
A class of random discrete distributions $P$ is introduced by means of a recursive splitting of unity. Assuming supercritical branching, we show that for partitions induced by sampling from such $P$ a power growth of the number of blocks is typical. Some known and some new partition structures appear when $P$ is induced by a Dirichlet splitting.
Let $X_n(k)$ be the number of vertices at level $k$ in a random recursive tree with $n+1$ vertices. We prove a functional limit theorem for the vector-valued process $(X_{[n^t]}(1),\ldots, X_{[n^t]}(k))_{t\geq 0}$, for each $k\in\mathbb N$. We show that after proper centering and normalization, this process converges weakly to a vector-valued Gaussian process whose components are integrated Brownian motions. This result is deduced from a functional limit theorem for Crump-Mode-Jagers branching processes generated by increasing random walks with increments that have finite second moment.
Weighted recursive trees are built by adding successively vertices with predetermined weights to a tree: each new vertex is attached to a parent chosen randomly proportionally to its weight. Under some assumptions on the sequence of weights, the first order for the height of such trees has been recently established in [Electron. J. Probab. 26 (2021), Paper No. 80] by one of the authors. In this paper, we obtain the second and third orders in the asymptotic expansion of the height of weighted recursive trees, under similar assumptions. Our methods are inspired from those used to prove similar r…
Weighted recursive trees are built by adding successively vertices with predetermined weights to a tree: each new vertex is attached to a parent chosen at random with probability proportional to its weight. In the case where the total weight of the tree at step $n$ grows polynomially in $n$, we obtained in (Pain-Sénizergues 2022) an asymptotic expansion for the height of the tree, which falls into the university class of the maximum of branching random walks. In this paper, we consider the case of a total weight growing sub-polynomially in $n$ and obtain asymptotics for the height of the tree …
We consider linear preferential attachment trees, and show that they can be regarded as random split trees in the sense of Devroye (1999), although with infinite potential branching. In particular, this applies to the random recursive tree and the standard preferential attachment tree. An application is given to the sum over all pairs of nodes of the common number of ancestors.
We determine, to within O(1), the expected minimal position at level n in certain branching random walks. The walks under consideration have displacement vector (v_1,v_2,...), where each v_j is the sum of j independent Exponential(1) random variables and the different v_i need not be independent. In particular, our analysis applies to the Poisson-Dirichlet branching random walk and to the Poisson-weighted infinite tree. As a corollary, we also determine the expected height of a random recursive tree to within O(1).
We study Bernoulli bond percolation on a random recursive tree of size $n$ with percolation parameter $p(n)$ converging to $1$ as $n$ tends to infinity. The sizes of the percolation clusters are naturally stored in a tree. We prove convergence in distribution of this tree to the genealogical tree of a continuous-state branching process in discrete time. As a corollary we obtain the asymptotic sizes of the largest and next largest percolation clusters, extending thereby a recent work of Bertoin (2014) which deals with cluster sizes in the supercritical regime. In a second part, we show that the…
Interacting particle systems can often be constructed from a graphical representation, by applying local maps at the times of associated Poisson processes. This leads to a natural coupling of systems started in different initial states. We consider interacting particle systems on the complete graph in the mean-field limit, i.e., as the number of vertices tends to infinity. We are not only interested in the mean-field limit of a single process, but mainly in how several coupled processes behave in the limit. This turns out to be closely related to recursive tree processes as studied by Aldous a…
We consider a supercritical branching process $Z_n$ in a stationary and ergodic random environment $ξ=(ξ_n)_{n\ge0}$. Due to the martingale convergence theorem, it is known that the normalized population size $W_n=Z_n/ (\mathbb E (Z_n|ξ))$ converges almost surely to a random variable $W$. We prove that if $W$ is not concentrated at $0$ or $1$ then for almost every environment $ξ$ the law of $W$ conditioned on the environment $ξ$ is absolutely continuous with a possible atom at $0$. The result generalizes considerably the main result of \cite{kaplan:1974}, and of course it covers the well-known…
In this paper we analyze a branching process with immigration defined recursively by $X_t=θ_t\circ X_{t-1}+B_t$ for a sequence $(B_t)$ of i.i.d. random variables and random mappings $ θ_t\circ x:=θ_t(x)=\sum_{i=1}^xA_i^{(t)}, $ with $(A_i^{(t)})_{i\in \mathbb{N}_0}$ being a sequence of $\mathbb{N}_0$-valued i.i.d. random variables independent of $B_t$. We assume that one of generic variables $A$ and $B$ has a regularly varying tail distribution. We identify the tail behaviour of the distribution of the stationary solution $X_t$. We also prove CLT for the partial sums that could be further gene…
We consider a random process on recursive trees, with three types of events. Vertices give birth at a constant rate (growth), each edge may be removed independently (fragmentation of the tree) and clusters (or trees) are frozen with a rate proportional to their sizes (isolation of connected component). A phase transition occurs when the isolation is able to stop the growth fragmentation process and cause extinction. When the process survives, the number of clusters increases exponentially and we prove that the normalized empirical measure of clusters a.s. converges to a limit law on recursive …
Let $X_n(k)$ be the number of vertices at level $k$ in a random recursive tree with $n+1$ vertices. We are interested in the asymptotic behavior of $X_n(k)$ for intermediate levels $k=k_n$ satisfying $k_n\to\infty$ and $k_n=o(\log n)$ as $n\to\infty$. In particular, we prove weak convergence of finite-dimensional distributions for the process $(X_n ([k_n u]))_{u>0}$, properly normalized and centered, as $n\to\infty$. The limit is a centered Gaussian process with covariance $(u,v)\mapsto (u+v)^{-1}$. One-dimensional distributional convergence of $X_n(k_n)$, properly normalized and centered, was…
Construct recursively a long string of words w1. .. wn, such that at each step k, w k+1 is a new word with a fixed probability p $\in$ (0, 1), and repeats some preceding word with complementary probability 1 -- p. More precisely, given a repetition occurs, w k+1 repeats the j-th word with probability proportional to j $α$ for j = 1,. .. , k. We show that the proportion of distinct words occurring exactly times converges as the length n of the string goes to infinity to some probability mass function in the variable $\ge$ 1, whose tail decays as a power function when 1 -- p > $α$/(1 + $α$), and…
We define and analyze a coalescent process as a recursive box-filling process whose genealogy is given by an ancestral time-reversed, time-inhomogeneous Bienyamé-Galton-Watson process. Special interest is on the expected size of a typical box and its probability of being empty. Special cases leading to exact asymptotic computations are investigated when the coalescing mechanisms are either linear-fractional or quadratic.
Our motivation comes from the large population approximation of individual based models in population dynamics and population genetics. We propose a general method to investigate scaling limits of finite dimensional population size Markov chains to diffusion with jumps. The statements of tightness, identification and convergence in law are based on the convergence of suitable characteristics of the transition of the chain and strongly exploit the structure of the population processes defined recursively as sums of independent random variables. These results allow to reduce the convergence of c…
We consider the long-time behaviour of a branching random walk in random environment on the lattice $\Z^d$. The migration of particles proceeds according to simple random walk in continuous time, while the medium is given as a random potential of spatially dependent killing/branching rates. The main objects of our interest are the annealed moments $< m_n^p > $, i.e., the $p$-th moments over the medium of the $n$-th moment over the migration and killing/branching, of the local and global population sizes. For $n=1$, this is well-understood \cite{GM98}, as $m_1$ is closely connected with the par…
A multitype Markovian branching process with one-type population size dependence
Nuffield Department of Medicine, University of Oxford（牛津大学纳菲尔德医学系）；Mahidol Oxford Tropical Medicine Research Unit, Mahidol University（马希托牛津热带医学研究单位，马希隆大学）；School of Mathematics and Statistics, University of Melbourne（墨尔本大学数学与统计学院）
We study depth properties of a general class of random recursive trees where each node i attaches to the random node iX_i and X_0, ..., X_n is a sequence of i.i.d. random variables taking values in [0,1). We call such trees scaled attachment random recursive trees (SARRT). We prove that the typical depth D_n, the maximum depth (or height) H_n and the minimum depth M_n of a SARRT are asymptotically given by D_n \sim μ^{-1} \log n, H_n \sim α_{\max} \log n and M_n \sim α_{\min} \log n where μ, α_{\max} and α_{\min} are constants depending only on the distribution of X_0 whenever X_0 has a densit…
We consider particle systems in locally compact Abelian groups with particles moving according to a process with symmetric stationary independent increments and undergoing one and two levels of critical branching. We obtain long time fluctuation limits for the occupation time process of the one-and two-level systems. We give complete results for the case of finite variance branching, where the fluctuation limits are Gaussian random fields, and partial results for an example of infinite variance branching, where the fluctuation limits are stable random fields. The asymptotics of the occupation …
This survey studies asymptotics of random fringe trees and extended fringe trees in random trees that can be constructed as family trees of a Crump-Mode-Jagers branching process, stopped at a suitable time. This includes random recursive trees, preferential attachment trees, fragmentation trees, binary search trees and (more generally) $m$-ary search trees, as well as some other classes of random trees. We begin with general results, mainly due to Aldous (1991) and Jagers and Nerman (1984). The general results are applied to fringe trees and extended fringe trees for several particular types o…
Due to the popularity of randomly evolving graph processes, there exists a randomized version of many recursively defined graph models. This is also the case with the cherry tree, which was introduced by Bukszár and Prékopa to improve Bonferroni type upper bounds on the probability of the union of random events. Here we consider a substantially extended random analogue of that model, embedding it into a general time dependent branching process.
Convergence of spatial branching processes to $α$-stable CSBPs: Genealogy of semi-pushed fronts
Université Paris Cité（巴黎西岱大学）；CNRS（法国国家科学研究中心）；Faculty of Mathematics, University of Vienna（维也纳大学数学系）；Université Marie et Louis Pasteur（玛丽和路易·巴斯德大学）；LmB (UMR 6623)（洛林数学研究所（UMR 6623））
We show that for many models of random trees, the independence number divided by the size converges almost surely to a constant as the size grows to infinity; the trees that we consider include random recursive trees, binary and $m$-ary search trees, preferential attachment trees, and others. The limiting constant is computed, analytically or numerically, for several examples. The method is based on Crump-Mode-Jagers branching processes.
We determine the large exceedance probabilities and large exceedance paths for the matrix recursive sequence $V_n = M_n V_{n-1} + Q_n, \: n=1,2,\ldots,$ where $\{M_n\}$ is an i.i.d. sequence of $d \times d$ random matrices and $\{ Q_n\}$ is an i.i.d. sequence of random vectors, both with nonnegative entries. Early work on this problem dates to Kesten's (1973) seminal paper, motivated by an application to multi-type branching processes. Other applications arise in financial time series modeling (connected to the study of the GARCH($p,q$) processes) and in physics, and this recursive sequence ha…
We explore the tree limits recently defined by Elek and Tardos. In particular, we find tree limits for many classes of random trees. We give general theorems for three classes of conditional Galton-Watson trees and simply generated trees, for split trees and generalized split trees (as defined here), and for trees defined by a continuous-time branching process. These general results include, for example, random labelled trees, ordered trees, random recursive trees, preferential attachment trees, and binary search trees.
We introduce an algorithm for generating a random sequence of fragmentation trees, which we call the ancestral branching algorithm. This algorithm builds on the recursive partitioning structure of a tree and gives rise to an associated family of Markovian transition kernels whose finite-dimensional transition probabilities can be written in closed-form as the product over partition-valued Markov kernels. The associated tree-valued Markov process is infinitely exchangeable provided its associated partition-valued kernel is infinitely exchangeable. We also identify a transition procedure on part…
We consider Bernoulli bond percolation on a large scale-free tree in the supercritical regime, meaning informally that there exists a giant cluster with high probability. We obtain a weak limit theorem for the sizes of the next largest clusters, extending a recent result for large random recursive trees. The approach relies on the analysis of the asymptotic behavior of branching processes subject to rare neutral mutations, which may be of independent interest.
We study a general model of recursive trees where vertices are equipped with independent weights and at each time-step a vertex is sampled with probability proportional to its fitness function (a function of its weight and degree) and connects to $\ell$ new-coming vertices. Under a certain technical assumption, applying the theory of Crump-Mode-Jagers branching processes, we derive formulas for the almost sure limiting distribution of the proportion of vertices with a given degree and weight, and proportion of edges with endpoint having a certain weight. As an application of this theorem, we p…
Let $W_{\infty}(β)$ be the limit of the Biggins martingale $W_n(β)$ associated to a supercritical branching random walk with mean number of offspring $m$. We prove a functional central limit theorem stating that as $n\to\infty$ the process $$ D_n(u):= m^{\frac 12 n} \left(W_{\infty}\left(\frac{u}{\sqrt n}\right) - W_{n}\left(\frac{u}{\sqrt n}\right) \right) $$ converges weakly, on a suitable space of analytic functions, to a Gaussian random analytic function with random variance. Using this result we prove central limit theorems for the total path length of random trees. In the setting of bina…
In this paper, we study a regular rooted coloured tree with random labels assigned to its edges, where the distribution of the label assigned to an edge depends on the colours of its endpoints. We obtain some new results relevant to this model and also show how our model generalizes many other probabilistic models, including random walk in random environment on trees, recursive distributional equations and multi-type branching random walk on $\mathbb{R}$.
This paper studies the bailout optimal dividend problem with regime switching under the constraint that dividend payments can be made only at the arrival times of an independent Poisson process while capital can be injected continuously in time. We show the optimality of the regime-modulated Parisian-classical reflection strategy when the underlying risk model follows a general spectrally negative Markov additive process. In order to verify the optimality, first we study an auxiliary problem driven by a single spectrally negative \lev process with a final payoff at an exponential terminal time…
We consider supercritical Bernoulli bond percolation on a large $b$-ary tree, in the sense that with high probability, there exists a giant cluster. We show that the size of the giant cluster has non-gaussian fluctuations, which extends a result due to Schweinsberg in the case of random recursive trees. Using ideas in the recent work of Bertoin and Uribe Bravo, the approach developed in this work relies on the analysis of the sub-population with ancestral type in a system of branching processes with rare mutations, which may be of independent interest. This also allows us to establish the anal…
We associate with a Bienayme-Galton-Watson branching process a family tree rooted at the ancestor. For a positive integer N, define a complete N-ary tree to be the family tree of a deterministic branching process with offspring generating function s^N. We study the random variables V(N,n) and V(N) counting the number of disjoint complete N-ary subtrees, rooted at the ancestor, and having height n and infinity, respectively. Dekking (1991) and Pakes and Dekking (1991) find recursive relations for Pr(V(N,n)>0) and Pr(V(N)>0) involving the offspring probability generation function (pgf) and its d…
We consider a branching population where individuals live and reproduce independently. Their lifetimes are i.i.d. and they give birth at a constant rate b. The genealogical tree spanned by this process is called a splitting tree, and the population counting process is a homogeneous, binary Crump-Mode-Jagers process. We suppose that mutations affect individuals independently at a constant rate $\θ$ during their lifetimes, under the infinite-alleles assumption: each new mutation gives a new type, called allele, to his carrier. We study the allele frequency spectrum which is the numbers A(k, t) o…
This paper is inspired by the problem of understanding in a mathematical sense the Liouville quantum gravity on surfaces. Here we show how to define a stationary random metric on self-similar spaces which are the limit of nice finite graphs: these are the so-called hierarchical graphs. They possess a well-defined level structure and any level is built using a simple recursion. Stopping the construction at any finite level, we have a discrete random metric space when we set the edges to have random length (using a multiplicative cascade with fixed law $m$). We introduce a tool, the cut-off proc…
We prove an asymptotic Edgeworth expansion for the profiles of certain random trees including binary search trees, random recursive trees and plane-oriented random trees, as the size of the tree goes to infinity. All these models can be seen as special cases of the one-split branching random walk for which we also provide an Edgeworth expansion. These expansions lead to new results on mode, width and occupation numbers of the trees, settling several open problems raised in Devroye and Hwang [Ann. Appl. Probab. 16(2): 886--918, 2006], Fuchs, Hwang and Neininger [Algorithmica, 46 (3--4): 367--40…
