Conditioned Brownian trees

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Abstract: We consider a Brownian tree consisting of a collection of one-dimensional Brownian paths started from the origin, whose genealogical structure is given by the Continuum Random Tree (CRT). This Brownian tree may be generated from the Brownian snake driven by a normalized Brownian excursion, and thus yields a convenient representation of the so-called Integrated Super-Brownian Excursion (ISE), which can be viewed as the uniform probability measure on the tree of paths. We discuss different approaches that lead to the definition of the Brownian tree conditioned to stay on the positive half-line. We also establish a Verwaat-like theorem showing that this conditioned Brownian tree can be obtained by re-rooting the unconditioned one at the vertex corresponding to the minimal spatial position. In terms of ISE, this theorem yields the following fact: Conditioning ISE to put no mass on ]−infty,−epsilon[ and letting epsilon go to 0 is equivalent to shifting the unconditioned ISE to the right so that the left-most point of its support becomes the origin. We derive a number of explicit estimates and formulas for our conditioned Brownian trees. In particular, the probability that ISE puts no mass on ]−infty,−epsilon[ is shown to behave like 2epsilon4/21 when epsilon goes to 0. Finally, for the conditioned Brownian tree with a fixed height h, we obtain a decomposition involving a spine whose distribution is absolutely continuous with respect to that of a nine-dimensional Bessel process on the time interval [0,h], and Poisson processes of subtrees originating from this spine.


The authors define and study a continuous tree of one-dimensional Brownian paths started at the origin and conditioned to remain on the positive half-line. The Brownian tree may be generated from the Brownian snake driven by a normalized Brownian excursion, thus leading to a representation of the integrated super-Brownian excursion. The conditioned tree can be obtained by re-rooting the unconditioned one at the vertex corresponding to the minimal spatial position, in other terms, conditioning the integrated super-Brownian excursion such that no mass is on \(]-\infty,\varepsilon[\) and letting \(\varepsilon\to 0\) is equivalent to shifting the unconditioned process to the right so that the left-most point of its support becomes the origin. The conditioned tree may also be viewed as scaling limit of discrete spatial trees conditioned to remain positive: Consider a Galton-Watson tree with critical offspring distribution and (small) exponential moments, condition it to have exactly \(n\) vertices, combine this branching structure with a spatial displacement corresponding to a symmetric random walk with bounded jump-size on the integers, assume the root to be at the origin, condition the spatial tree to remain on the positive side, and let \(n\to\infty\). Several explicit estimates are derived along with a decomposition of the conditioned tree with fixed height \(h\). The decomposition involves a spine whose distribution is absolutely continuous with respect to that of a nine-dimensional Bessel process on the time interval \([0,h]\), and Poisson processes of subtrees originating from the spine.




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