Ultrametric and tree potential

Abstract: We study infinite tree and ultrametric matrices, and their action on the boundary of the tree. For each tree matrix we show the existence of a symmetric random walk associated to it and we study its Green potential. We provide a representation theorem for harmonic functions that includes simple expressions for any increasing harmonic function and the Martin kernel. In the boundary, we construct the Markov kernel whose Green function is the extension of the matrix and we simulate it by using a cascade of killing independent exponential random variables and conditionally independent uniform variables. For ultrametric matrices we supply probabilistic conditions to study its potential properties when immersed in its minimal tree matrix extension.

Review text

An ultrametric matrix \(U = (U_ {i j} : i, j \in I )\) is a symmetric nonnegative matrix verifying the ultrametric inequality \(U_ {i j} \geq \min \{ U_ {i k}, U_ {k j}\}\) for all \(i, j, k \in I\). Tree matrices are associated with a (locally finite) rooted tree \((I, {\mathcal T})\), with root \(r\) and a strictly increasing function \(w:\{ |k| : k \in I \} \rightarrow \mathbb {R}_ {+}\) by \(U_ {i j} = w_ {|i\wedge j|}\) with \(i\wedge j\) being the farthest vertex from the root that is common to the geodesic from \(i\) and \(j\) to \(r\). Tree matrices are special case of ultrametric matrices. Conversely, each ultrametric matrix posseses a minimal tree matrix extension. One of the purposes of this paper is to extend to countably infinite ultrametric and tree matrices the results obtained by \textit{C. Dellacherie}, \textit{S. Martinez} and \textit{J. San Martin} [Adv. Appl. Math. 17, No. 2, 169--183 (1996; Zbl 0861.60077)] for the finite case. The existence of an associated symmetric random walk is proved for each tree matrix. Its Green potential is studied and a representation formula for (increasing) harmonic function is given. For ultrametric matrices, probabilistic conditions are supplied in order to study its potential properties when immersed in its minimal tree matrix extension.

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