SPDE approximation for random trees

MaRDI QIDQ3101946zbMATH OpenFDO

Authors Yuri Bakhtin

Publication date 1 December 2011

Full work available at URL https://arxiv.org/abs/0909.2283

zbMATH Keywords

random treeSPDEstochastic flowstochastic partial differential equation

Mathematics Subject Classification ID

Trees (05C05) Functional limit theorems; invariance principles (60F17) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Abstract: We consider the genealogy tree for a critical branching process conditioned on non-extinction. We enumerate vertices in each generation of the tree so that for each two generations one can define a monotone map describing the ancestor--descendant relation between their vertices. We show that under appropriate rescaling this family of monotone maps converges in distribution in a special topology to a limiting flow of discontinuous monotone maps which can be seen as a continuum tree. This flow is a solution of an SPDE with respect to a Brownian sheet.

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• scientific article; zbMATH DE number 19286

Cited in

(5)

• Limit theorems for flows of branching processes
• Gaussian processes on trees. From spin glasses to branching Brownian motion
• Limit theorems for continuous-time branching flows
• Geometry of large random trees: SPDE approximation
• Trees and asymptotic expansions for fractional stochastic differential equations

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