Trimming a tree and the two-sided Skorohod reflection

zbMATH Open1332.60124arXiv1404.4829MaRDI QIDQ3465403FDOQ3465403

Authors: Emmanuel Schertzer 

Publication date: 21 January 2016

Abstract: The $h$-trimming of a tree is a natural regularization procedure which consists in pruning the small branches of a tree: given $hgeq0$, it is obtained by only keeping the vertices having at least one leaf above them at a distance greater or equal to $h$. The $h$-cut of a function $f$ is the function of minimal total variation uniformly approximating the increments of $f$ with accuracy $h$, and can be explicitly constructed via the two-sided Skorohod reflection of $f$ on the interval $[0,h]$. In this work, we show that the contour path of the $h$-trimming of a rooted real tree is given by the $h$-cut of its original contour path. We provide two applications of this result. First, we recover a famous result of Neveu and Pitman, which states that the $h$-trimming of a tree coded by a Brownian excursion is distributed as a standard binary tree. In addition, we provide the joint distribution of this Brownian tree and its trimmed version in terms of the local time of the two-sided reflection of its contour path. As a second application, we relate the maximum of a sticky Brownian motion to the local time of its driving process.

Full work available at URL: https://arxiv.org/abs/1404.4829

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zbMATH Keywords

random treessticky Brownian motioncontour processestwo-sided Skorohod reflection

Mathematics Subject Classification ID

Brownian motion (60J65) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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