The Gorin-Shkolnikov identity and its random tree generalization

DOI10.1007/S10959-021-01128-YMaRDI QIDQ2664546zbMATH OpenOpenAlexFDO

Authors David Jr. Clancy

Publication date 17 November 2021

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1910.08672

zbMATH Keywords

Brownian excursioncontinuous state branching processescontinuum random treesGalton-Watson branching processesJeulin's identityLamperti transformLévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Local time and additive functionals (60J55) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Abstract: In a recent pair of papers Gorin and Shkolnikov (2018) and Hariya (2016) have shown that the area under normalized Brownian excursion minus one half the integral of the square of its total local time is a centered normal random variable with variance $frac112$. Gaudreau Lamarre and Shkolnikov (2019) generalized this to Brownian bridges, and ask for a combinatorial interpretation. We provide a combinatorial interpretation using random forests on $n$ vertices. In particular, we show that there is a process level generalization for a certain infinite forest model. We also show analogous results for a variety of other related models using stochastic calculus.

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Cited in

(3)

• Arbitrarily large jumps of the Golovach function for trees
• Forests, cumulants, martingales
• A pathwise interpretation of the Gorin-Shkolnikov identity

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