Random Gaussian sums on trees

Publication date 9 September 2011

Abstract: Let

T

be a tree with induced partial order

p r e c e q

. We investigate centered Gaussian processes

X = (X_{t})_{t i n T}

represented as

X_t=sigma(t)sum_{v preceq t}alpha(v)xi_v

for given weight functions

a l p h a

and

s i g m a

on

T

and with

(x i_{v})_{v i n T}

i.i.d. standard normal. In a first part we treat general trees and weights and derive necessary and sufficient conditions for the a.s. boundedness of

X

in terms of compactness properties of

(T, d)

. Here

d

is a special metric defined via

a l p h a

and

s i g m a

, which, in general, is not comparable with the Dudley metric generated by

X

. In a second part we investigate the boundedness of

X

for the binary tree and for homogeneous weights. Assuming some mild regularity assumptions about

a l p h a

we completely characterize weights

a l p h a

and

s i g m a

with

X

being a.s. bounded.

Recommendations

Cited in

(4)

This page was built for publication: Random Gaussian sums on trees