On the genealogy of conditioned stable Lévy forests

MaRDI QIDQ2865786zbMATH OpenFDO

Authors Loïc Chaumont, J. C. Pardo

Publication date 3 December 2013

Published in ALEA. Latin American Journal of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0706.2605, http://alea.impa.br/articles/v6/06-11.pdf

zbMATH Keywords

weak convergencerandom treeheight processcoding random walkconditioned Galton-Watson foreststable Lévy process

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Sample path properties (60G17) Stable stochastic processes (60G52)

Abstract: We give a realization of the stable L'evy forest of a given size conditioned by its mass from the path of the unconditioned forest. Then, we prove an invariance principle for this conditioned forest by considering $k$ independent Galton-Watson trees whose offspring distribution is in the domain of attraction of any stable law conditioned on their total progeny to be equal to $n$. We prove that when $n$ and $k$ tend towards $+infty$, under suitable rescaling, the associated coding random walk, the contour and height processes converge in law on the Skorokhod space respectively towards the "first passage bridge" of a stable L'evy process with no negative jumps and its height process.

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