SLIDE 1 Combinatorial Markov chains
ubel Leibniz Universit¨ at Hannover
AofA, Menorca 2013
SLIDE 2
Combinatorial Markov chains
SLIDE 3 Combinatorial Markov chains
- A combinatorial family is a set F with a size function
φ : F → N such that Fn := {x ∈ F : φ(x) = n} is finite for all n ∈ N. We assume that F1 = {e}.
SLIDE 4 Combinatorial Markov chains
- A combinatorial family is a set F with a size function
φ : F → N such that Fn := {x ∈ F : φ(x) = n} is finite for all n ∈ N. We assume that F1 = {e}.
- A combinatorial Markov chain (CMC) is a Markov chain
X = (Xn)n∈N that is adapted to F: P(Xn ∈ Fn) = 1 for all n ∈ N.
SLIDE 5 Combinatorial Markov chains
- A combinatorial family is a set F with a size function
φ : F → N such that Fn := {x ∈ F : φ(x) = n} is finite for all n ∈ N. We assume that F1 = {e}.
- A combinatorial Markov chain (CMC) is a Markov chain
X = (Xn)n∈N that is adapted to F: P(Xn ∈ Fn) = 1 for all n ∈ N. AofA context: Consider an sequential algorithm that transforms a sequence (ηn)n∈N of input values into a sequence (xn)n∈N of combinatorial objects such that xn ∈ Fn, xn+1 depends on xn and ηn+1 only. For i.i.d. input this algorithm generates a CMC.
SLIDE 6
Growth / Transition structure
SLIDE 7
Growth / Transition structure
On F we have a relation ‘֒ →’ with x ֒ → y = ⇒ φ(x) + 1 = φ(y).
SLIDE 8
Growth / Transition structure
On F we have a relation ‘֒ →’ with x ֒ → y = ⇒ φ(x) + 1 = φ(y). This turns F into a directed graph with edges E(F) = {(x, y) : x, y ∈ F, x ֒ → y}. Such structures (F, ֒ →) appear elsewhere, e.g. as Bratelli diagrams.
SLIDE 9 Growth / Transition structure
On F we have a relation ‘֒ →’ with x ֒ → y = ⇒ φ(x) + 1 = φ(y). This turns F into a directed graph with edges E(F) = {(x, y) : x, y ∈ F, x ֒ → y}. Such structures (F, ֒ →) appear elsewhere, e.g. as Bratelli diagrams. More assumptions:
- weak connectedness – there is a path from the root to each
node, ∀ x ∈ F ∃ yi ∈ Fi, i = 1, . . . , n := φ(x) : y1 = e, yn = x, (yi−1, yi) ∈ E(F) for i = 2, . . . , n
- the transition probabilities p(x, y) = P(Xn+1 = y|Xn = x) are
adapted to this structure, p(x, y) > 0 ⇐ ⇒ x ֒ → y,
SLIDE 10
Example 1: Random walk, urns, and special numbers
SLIDE 11
Example 1: Random walk, urns, and special numbers
F = N0 × N0, φ(i, j) = i + j + 1, (i, j) ֒ → (i + 1, j), (i, j) ֒ → (i, j + 1)
SLIDE 12
Example 1: Random walk, urns, and special numbers
F = N0 × N0, φ(i, j) = i + j + 1, (i, j) ֒ → (i + 1, j), (i, j) ֒ → (i, j + 1)
SLIDE 13 Example 1: Random walk, urns, and special numbers
F = N0 × N0, φ(i, j) = i + j + 1, (i, j) ֒ → (i + 1, j), (i, j) ֒ → (i, j + 1) CMC p
north-east random walk
i+j
i
" θ = 1/2 ∼ binomial coefficients record walk 1/(i + j + 2) ∼ Stirling(1) numbers Friedman urn (j + 1)/(i + j + 2) ∼ Euler numbers P´
(i + 1)/(i + j + 2) uniform distribution
SLIDE 14
Example 2: Partitions (of integers)
SLIDE 15 Example 2: Partitions (of integers)
Fn :=
- λ = (λ1, . . . , λk) ∈ N⋆ : k
i=1 λi = n, λ1 ≥ · · · ≥ λk
Fn ∋ λ = (λ1, . . . , λk) ֒ → µ = (µ1, . . . , µl) ∈ Fn+1 iff k ≤ l and λj ≤ µj.
SLIDE 16 Example 2: Partitions (of integers)
Fn :=
- λ = (λ1, . . . , λk) ∈ N⋆ : k
i=1 λi = n, λ1 ≥ · · · ≥ λk
Fn ∋ λ = (λ1, . . . , λk) ֒ → µ = (µ1, . . . , µl) ∈ Fn+1 iff k ≤ l and λj ≤ µj.
11 = 5 + 3 + 3 5/12 1/3 6/12 1/3 1/12 1/3
SLIDE 17 Example 2: Partitions (of integers)
Fn :=
- λ = (λ1, . . . , λk) ∈ N⋆ : k
i=1 λi = n, λ1 ≥ · · · ≥ λk
Fn ∋ λ = (λ1, . . . , λk) ֒ → µ = (µ1, . . . , µl) ∈ Fn+1 iff k ≤ l and λj ≤ µj.
11 = 5 + 3 + 3 5/12 1/3 6/12 1/3 1/12 1/3
- Thoma: p(λ, µ) = H(λ)/H(µ), hook length formula.
SLIDE 18 Example 2: Partitions (of integers)
Fn :=
- λ = (λ1, . . . , λk) ∈ N⋆ : k
i=1 λi = n, λ1 ≥ · · · ≥ λk
Fn ∋ λ = (λ1, . . . , λk) ֒ → µ = (µ1, . . . , µl) ∈ Fn+1 iff k ≤ l and λj ≤ µj.
11 = 5 + 3 + 3 5/12 1/3 6/12 1/3 1/12 1/3
- Thoma: p(λ, µ) = H(λ)/H(µ), hook length formula.
- The restaurant (or cycle) chain:
– If µj = λj + 1, p(λ, µ) = λj · #{i ≥ j : λi = λj}/(n + 1). – If µ = (λ1, . . . , λk, 1): p(λ, µ) = 1/(n + 1)
SLIDE 19
Example 3: Binary trees
SLIDE 20 Example 3: Binary trees
Let V = {0, 1}⋆ be the set of nodes, with prefix relation ’≤’. Fn :=
- x ⊂ V : #x = n, (u ∈ x, v ≤ u) ⇒ v ∈ x
- ,
x ֒ → y iff #y = #x + 1 and x ⊂ y.
SLIDE 21 Example 3: Binary trees
Let V = {0, 1}⋆ be the set of nodes, with prefix relation ’≤’. Fn :=
- x ⊂ V : #x = n, (u ∈ x, v ≤ u) ⇒ v ∈ x
- ,
x ֒ → y iff #y = #x + 1 and x ⊂ y. BST chain: L(Xn+1|Xn = x) = unif
→ y}
SLIDE 22 Example 3: Binary trees
Let V = {0, 1}⋆ be the set of nodes, with prefix relation ’≤’. Fn :=
- x ⊂ V : #x = n, (u ∈ x, v ≤ u) ⇒ v ∈ x
- ,
x ֒ → y iff #y = #x + 1 and x ⊂ y. BST chain: L(Xn+1|Xn = x) = unif
→ y}
1 2 3 4 5 6 8 7 9 8 1 9 3 2 5 7 6 4
SLIDE 23
Boundaries: Background
SLIDE 24
Boundaries: Background
potential theory Markov processes Laplace operator transition probabilities harmonic functions martingales Dirichlet problem Brownian motion electrical networks random walks on graphs
SLIDE 25
Boundaries: Background
potential theory Markov processes Laplace operator transition probabilities harmonic functions martingales Dirichlet problem Brownian motion electrical networks random walks on graphs Doob, Hunt, Dynkin, Meyer . . .; an ‘icon formula’ is
h(x) = Exφ(Bτ)
SLIDE 26 Boundaries: Background
potential theory Markov processes Laplace operator transition probabilities harmonic functions martingales Dirichlet problem Brownian motion electrical networks random walks on graphs Doob, Hunt, Dynkin, Meyer . . .; an ‘icon formula’ is
h(x) = Exφ(Bτ)
Recent textbook:
- W. Woess, Denumerable Markov chains. EMS 2009.
SLIDE 27 Boundaries: Background
potential theory Markov processes Laplace operator transition probabilities harmonic functions martingales Dirichlet problem Brownian motion electrical networks random walks on graphs Doob, Hunt, Dynkin, Meyer . . .; an ‘icon formula’ is
h(x) = Exφ(Bτ)
Recent textbook:
- W. Woess, Denumerable Markov chains. EMS 2009.
Connection to representation theory, random walks on groups: Vershik, Kaimanovich, Kerov (book), Gnedin, Okounkov, Woess . . .
SLIDE 28
Doob-Martin compactification: Construction
SLIDE 29
Doob-Martin compactification: Construction
Let X = (Xn)n∈N be a CMC on the combinatorial family F.
SLIDE 30 Doob-Martin compactification: Construction
Let X = (Xn)n∈N be a CMC on the combinatorial family F.
- Regard F as a discrete topological space.
SLIDE 31 Doob-Martin compactification: Construction
Let X = (Xn)n∈N be a CMC on the combinatorial family F.
- Regard F as a discrete topological space.
- Define the Martin kernel by
K(x, y) := P(Xn = y|Xm = x) P(Xn = y) , x ∈ Fm, y ∈ Fn.
SLIDE 32 Doob-Martin compactification: Construction
Let X = (Xn)n∈N be a CMC on the combinatorial family F.
- Regard F as a discrete topological space.
- Define the Martin kernel by
K(x, y) := P(Xn = y|Xm = x) P(Xn = y) , x ∈ Fm, y ∈ Fn.
- The Doob-Martin compactification ¯
F is the minimal compact enlargement of F that allows for a continuous extension of the (bounded) functions y → K(x, y), x ∈ F.
SLIDE 33 Doob-Martin compactification: Construction
Let X = (Xn)n∈N be a CMC on the combinatorial family F.
- Regard F as a discrete topological space.
- Define the Martin kernel by
K(x, y) := P(Xn = y|Xm = x) P(Xn = y) , x ∈ Fm, y ∈ Fn.
- The Doob-Martin compactification ¯
F is the minimal compact enlargement of F that allows for a continuous extension of the (bounded) functions y → K(x, y), x ∈ F. Then ∂F := ¯ F \ F is the Martin boundary.
SLIDE 34
Doob-Martin compactification: h-transforms
SLIDE 35 Doob-Martin compactification: h-transforms
Call h : F → R harmonic if it has the ‘mean value property’: h(x) =
p(x, y)h(y) for all x ∈ F.
SLIDE 36 Doob-Martin compactification: h-transforms
Call h : F → R harmonic if it has the ‘mean value property’: h(x) =
p(x, y)h(y) for all x ∈ F. Let H+ resp. Hb be the set of non-negative resp. bounded harmonic functions.
SLIDE 37 Doob-Martin compactification: h-transforms
Call h : F → R harmonic if it has the ‘mean value property’: h(x) =
p(x, y)h(y) for all x ∈ F. Let H+ resp. Hb be the set of non-negative resp. bounded harmonic functions. For h ∈ H+, h = 0, ph(x, y) := 1 h(x) p(x, y) h(y), x, y ∈ F, defines another transition probability on F.
SLIDE 38 Doob-Martin compactification: h-transforms
Call h : F → R harmonic if it has the ‘mean value property’: h(x) =
p(x, y)h(y) for all x ∈ F. Let H+ resp. Hb be the set of non-negative resp. bounded harmonic functions. For h ∈ H+, h = 0, ph(x, y) := 1 h(x) p(x, y) h(y), x, y ∈ F, defines another transition probability on F. With X h
1 = e and transitions ph we obtain another CMC
X h = (X h
n )n∈N, the h-transform of X.
SLIDE 39
Doob-Martin compactification: Results
SLIDE 40 Doob-Martin compactification: Results
(reprDM) The extensions x → K(x, α), α ∈ ∂F, are minimal harmonic, and all h ∈ H+ with h(e) = 1 are mixtures of these: h(x) =
K(x, α) νh(dα)
SLIDE 41 Doob-Martin compactification: Results
(reprDM) The extensions x → K(x, α), α ∈ ∂F, are minimal harmonic, and all h ∈ H+ with h(e) = 1 are mixtures of these: h(x) =
K(x, α) νh(dα) (conv) As n → ∞, Xn → X∞ ∈ ∂F almost surely, with L(X∞) the measure ν representing h ≡ 1.
SLIDE 42 Doob-Martin compactification: Results
(reprDM) The extensions x → K(x, α), α ∈ ∂F, are minimal harmonic, and all h ∈ H+ with h(e) = 1 are mixtures of these: h(x) =
K(x, α) νh(dα) (conv) As n → ∞, Xn → X∞ ∈ ∂F almost surely, with L(X∞) the measure ν representing h ≡ 1. (struct) The conditional distribution L(X|X∞ = α) is equal to the distribution of the h-transform L(X h) with h = K(·, α) (in particular, this is the distribution of a Markov chain).
SLIDE 43
Doob-Martin compactification: The ‘why’
SLIDE 44 Doob-Martin compactification: The ‘why’
In a CMC (Xn)n∈N with Martin kernel K, E
- K(x, Xm−1)
- Xm, . . . , Xn
- ≤ K(x, Xm).
SLIDE 45 Doob-Martin compactification: The ‘why’
In a CMC (Xn)n∈N with Martin kernel K, E
- K(x, Xm−1)
- Xm, . . . , Xn
- ≤ K(x, Xm).
Hence, for each n ∈ N, (Y n
k , Fn k )k=1,...,n with
Y n
k := K(x, Xn+1−k),
Fn
k = σ(Xn+1−k, . . . , Xn)
is a supermartingale.
SLIDE 46 Doob-Martin compactification: The ‘why’
In a CMC (Xn)n∈N with Martin kernel K, E
- K(x, Xm−1)
- Xm, . . . , Xn
- ≤ K(x, Xm).
Hence, for each n ∈ N, (Y n
k , Fn k )k=1,...,n with
Y n
k := K(x, Xn+1−k),
Fn
k = σ(Xn+1−k, . . . , Xn)
is a supermartingale. For the number Un(a, b) of upcrossings of some interval [a, b] this means EUn[a, b] ≤ 1 b − aE(Y n
n − a)− =
1 b − a
−. It follows that (K(x, Xn))n∈N converges almost surely.
SLIDE 47
Poisson boundary
SLIDE 48
Poisson boundary
A measurable space (E, B) together with a family νx, x ∈ F, of probability measures on (E, B) such that νx ≪ νe for all x ∈ F ‘is’ the Poisson boundary of (X, F) if L∞(E, B, νe) ∼ = Hb as Banach spaces, with the supremum norm on Hb,
SLIDE 49 Poisson boundary
A measurable space (E, B) together with a family νx, x ∈ F, of probability measures on (E, B) such that νx ≪ νe for all x ∈ F ‘is’ the Poisson boundary of (X, F) if L∞(E, B, νe) ∼ = Hb as Banach spaces, with the supremum norm on Hb, via: For each φ ∈ L∞ (reprP) h(x) =
φ(y) νx(dy), x ∈ F, is in Hb, and for each h ∈ Hb there is a unique φ ∈ L∞ such that this representation holds.
SLIDE 50
Tail boundary
SLIDE 51 Tail boundary
Let T := ∞
n=1 σ
- {Xm : m ≥ n}
- be the tail σ-field of (Xn)n∈N.
SLIDE 52 Tail boundary
Let T := ∞
n=1 σ
- {Xm : m ≥ n}
- be the tail σ-field of (Xn)n∈N.
Call h : N × F → R space-time harmonic if h(n, x) =
p(x, y) h(n + 1, y) for all x ∈ F, n ∈ N.
SLIDE 53 Tail boundary
Let T := ∞
n=1 σ
- {Xm : m ≥ n}
- be the tail σ-field of (Xn)n∈N.
Call h : N × F → R space-time harmonic if h(n, x) =
p(x, y) h(n + 1, y) for all x ∈ F, n ∈ N. Let Hst
b be the set of all bounded space-time harmonic functions.
SLIDE 54 Tail boundary
Let T := ∞
n=1 σ
- {Xm : m ≥ n}
- be the tail σ-field of (Xn)n∈N.
Call h : N × F → R space-time harmonic if h(n, x) =
p(x, y) h(n + 1, y) for all x ∈ F, n ∈ N. Let Hst
b be the set of all bounded space-time harmonic functions.
For each h ∈ Hst
b
h(n, Xn), σ
is a bounded martingale, hence h(n, Xn) → Y (h) a.s., with Y (h) T -mesurable.
SLIDE 55 Tail boundary
Let T := ∞
n=1 σ
- {Xm : m ≥ n}
- be the tail σ-field of (Xn)n∈N.
Call h : N × F → R space-time harmonic if h(n, x) =
p(x, y) h(n + 1, y) for all x ∈ F, n ∈ N. Let Hst
b be the set of all bounded space-time harmonic functions.
For each h ∈ Hst
b
h(n, Xn), σ
is a bounded martingale, hence h(n, Xn) → Y (h) a.s., with Y (h) T -mesurable. This leads to L∞(Ω, T , P ↾ T ) ∼ = Hst
b via
(reprT) h(n, x) = E
SLIDE 56
Boundaries: General relations
SLIDE 57 Boundaries: General relations
- From the topological Martin boundary ∂F we obtain the
measure-theoretic Poisson boundary via E = ∂F, B the Borel subsets of E, νe = L(X∞), dνx dνe (α) = K(x, α).
SLIDE 58 Boundaries: General relations
- From the topological Martin boundary ∂F we obtain the
measure-theoretic Poisson boundary via E = ∂F, B the Borel subsets of E, νe = L(X∞), dνx dνe (α) = K(x, α).
- The Martin boundary does not change when passing to an
h-transform, the Poisson boundary may do so.
SLIDE 59 Boundaries: General relations
- From the topological Martin boundary ∂F we obtain the
measure-theoretic Poisson boundary via E = ∂F, B the Borel subsets of E, νe = L(X∞), dνx dνe (α) = K(x, α).
- The Martin boundary does not change when passing to an
h-transform, the Poisson boundary may do so.
- The tail boundary is the Poisson boundary of the space-time
chain (X st
n )n∈N, with X st n = (n, Xn) for all n ∈ N.
SLIDE 60 Boundaries: General relations
- From the topological Martin boundary ∂F we obtain the
measure-theoretic Poisson boundary via E = ∂F, B the Borel subsets of E, νe = L(X∞), dνx dνe (α) = K(x, α).
- The Martin boundary does not change when passing to an
h-transform, the Poisson boundary may do so.
- The tail boundary is the Poisson boundary of the space-time
chain (X st
n )n∈N, with X st n = (n, Xn) for all n ∈ N.
- CMCs have the space-time property, i.e. n = φ(Xn), hence
tail boundary and Poisson boundary coincide.
SLIDE 61 Boundaries for the P´
- lya urn (Blackwell and Kendall, 1964)
SLIDE 62 Boundaries for the P´
- lya urn (Blackwell and Kendall, 1964)
Path counting leads to
K
k+l−i−j
k−i
k
i! j! , i ≤ k, j ≤ l.
SLIDE 63 Boundaries for the P´
- lya urn (Blackwell and Kendall, 1964)
Path counting leads to
K
k+l−i−j
k−i
k
i! j! , i ≤ k, j ≤ l.
Inspection shows that
- K((i, j), (kn, ln))
- n∈N with kn + ln → ∞
converges for all (i, j) ∈ F iff
kn kn+ln → α ∈ [0, 1],
SLIDE 64 Boundaries for the P´
- lya urn (Blackwell and Kendall, 1964)
Path counting leads to
K
k+l−i−j
k−i
k
i! j! , i ≤ k, j ≤ l.
Inspection shows that
- K((i, j), (kn, ln))
- n∈N with kn + ln → ∞
converges for all (i, j) ∈ F iff
kn kn+ln → α ∈ [0, 1], and then
- K
- (i, j), α
- = (i + j + 1)!
i! j! αi (1 − α)j, 0 ≤ α ≤ 1,
SLIDE 65 Boundaries for the P´
- lya urn (Blackwell and Kendall, 1964)
Path counting leads to
K
k+l−i−j
k−i
k
i! j! , i ≤ k, j ≤ l.
Inspection shows that
- K((i, j), (kn, ln))
- n∈N with kn + ln → ∞
converges for all (i, j) ∈ F iff
kn kn+ln → α ∈ [0, 1], and then
- K
- (i, j), α
- = (i + j + 1)!
i! j! αi (1 − α)j, 0 ≤ α ≤ 1,
= [0, 1],
SLIDE 66 Boundaries for the P´
- lya urn (Blackwell and Kendall, 1964)
Path counting leads to
K
k+l−i−j
k−i
k
i! j! , i ≤ k, j ≤ l.
Inspection shows that
- K((i, j), (kn, ln))
- n∈N with kn + ln → ∞
converges for all (i, j) ∈ F iff
kn kn+ln → α ∈ [0, 1], and then
- K
- (i, j), α
- = (i + j + 1)!
i! j! αi (1 − α)j, 0 ≤ α ≤ 1,
= [0, 1],
- L(X∞) = L(U, 1 − U) with L(U) = unif(0, 1),
SLIDE 67 Boundaries for the P´
- lya urn (Blackwell and Kendall, 1964)
Path counting leads to
K
k+l−i−j
k−i
k
i! j! , i ≤ k, j ≤ l.
Inspection shows that
- K((i, j), (kn, ln))
- n∈N with kn + ln → ∞
converges for all (i, j) ∈ F iff
kn kn+ln → α ∈ [0, 1], and then
- K
- (i, j), α
- = (i + j + 1)!
i! j! αi (1 − α)j, 0 ≤ α ≤ 1,
= [0, 1],
- L(X∞) = L(U, 1 − U) with L(U) = unif(0, 1),
- the h-transform with h = K(·, α) is the north-east random
walk with parameter θ = α.
SLIDE 68 Boundaries for the P´
- lya urn (Blackwell and Kendall, 1964)
Path counting leads to
K
k+l−i−j
k−i
k
i! j! , i ≤ k, j ≤ l.
Inspection shows that
- K((i, j), (kn, ln))
- n∈N with kn + ln → ∞
converges for all (i, j) ∈ F iff
kn kn+ln → α ∈ [0, 1], and then
- K
- (i, j), α
- = (i + j + 1)!
i! j! αi (1 − α)j, 0 ≤ α ≤ 1,
= [0, 1],
- L(X∞) = L(U, 1 − U) with L(U) = unif(0, 1),
- the h-transform with h = K(·, α) is the north-east random
walk with parameter θ = α. Note: The Poisson boundary for the NE random walk is trivial.
SLIDE 69
Boundaries for the BST chain (Evans, Gr., Wakolbinger, 2012)
SLIDE 70
Boundaries for the BST chain (Evans, Gr., Wakolbinger, 2012)
For a tree x ⊂ V = {0, 1}⋆ let x(u) := {v ∈ V : u + v ∈ x} be the subtree rooted at u.
SLIDE 71 Boundaries for the BST chain (Evans, Gr., Wakolbinger, 2012)
For a tree x ⊂ V = {0, 1}⋆ let x(u) := {v ∈ V : u + v ∈ x} be the subtree rooted at u. Then
- ∂F ‘is’ the space of probability measures µ on {0, 1}∞,
SLIDE 72 Boundaries for the BST chain (Evans, Gr., Wakolbinger, 2012)
For a tree x ⊂ V = {0, 1}⋆ let x(u) := {v ∈ V : u + v ∈ x} be the subtree rooted at u. Then
- ∂F ‘is’ the space of probability measures µ on {0, 1}∞,
- xn → µ ∈ ∂F iff #xn → ∞ and, for all u ∈ V,
#x(u) #x → µ(Au), Au := {v ∈ {0, 1}∞ : u ≤ v},
SLIDE 73 Boundaries for the BST chain (Evans, Gr., Wakolbinger, 2012)
For a tree x ⊂ V = {0, 1}⋆ let x(u) := {v ∈ V : u + v ∈ x} be the subtree rooted at u. Then
- ∂F ‘is’ the space of probability measures µ on {0, 1}∞,
- xn → µ ∈ ∂F iff #xn → ∞ and, for all u ∈ V,
#x(u) #x → µ(Au), Au := {v ∈ {0, 1}∞ : u ≤ v},
SLIDE 74 Boundaries for the BST chain (Evans, Gr., Wakolbinger, 2012)
For a tree x ⊂ V = {0, 1}⋆ let x(u) := {v ∈ V : u + v ∈ x} be the subtree rooted at u. Then
- ∂F ‘is’ the space of probability measures µ on {0, 1}∞,
- xn → µ ∈ ∂F iff #xn → ∞ and, for all u ∈ V,
#x(u) #x → µ(Au), Au := {v ∈ {0, 1}∞ : u ≤ v},
- L(X∞) ‘can be given’,
- the h-transform with h = K(·, µ) is the DST chain with
parameter µ (generalizes the classical digital search tree, which has µ(Au) = 2−|u|).
SLIDE 75
From boundaries to AofA
SLIDE 76
From boundaries to AofA
Rough idea: Instead of functionals Φn(Xn) consider Xn directly.
SLIDE 77
From boundaries to AofA
Rough idea: Instead of functionals Φn(Xn) consider Xn directly. Boundary theory may give Xn → X∞ a.s., where X∞ generates the tail σ-field T .
SLIDE 78
From boundaries to AofA
Rough idea: Instead of functionals Φn(Xn) consider Xn directly. Boundary theory may give Xn → X∞ a.s., where X∞ generates the tail σ-field T . Suppose that Φn(Xn) → Z a.s., with E|Z| < ∞. Then Zn := E[Z|Fn] = Ψn(Xn) → Z a.s. by L´ evy’s martingale convergence theorem.
SLIDE 79
From boundaries to AofA
Rough idea: Instead of functionals Φn(Xn) consider Xn directly. Boundary theory may give Xn → X∞ a.s., where X∞ generates the tail σ-field T . Suppose that Φn(Xn) → Z a.s., with E|Z| < ∞. Then Zn := E[Z|Fn] = Ψn(Xn) → Z a.s. by L´ evy’s martingale convergence theorem. As Z is T -measurable, we have Z = Φ(X∞) for some Φ.
SLIDE 80 From boundaries to AofA
Rough idea: Instead of functionals Φn(Xn) consider Xn directly. Boundary theory may give Xn → X∞ a.s., where X∞ generates the tail σ-field T . Suppose that Φn(Xn) → Z a.s., with E|Z| < ∞. Then Zn := E[Z|Fn] = Ψn(Xn) → Z a.s. by L´ evy’s martingale convergence theorem. As Z is T -measurable, we have Z = Φ(X∞) for some Φ. Boundary theory approach:
- Try to guess Φ,
- work out Ψn,
- prove Φn − Ψn → 0.
SLIDE 81
Boundary theory approach: Examples
SLIDE 82
Boundary theory approach: Examples
Throughout, (Xn)n∈N is the BST chain.
SLIDE 83
Boundary theory approach: Examples
Throughout, (Xn)n∈N is the BST chain. (1) Internal path length: BTA recovers R´ egnier’s result. Essentially, it ‘replaces inspiration by perspiration’. Provides representation of the limit.
SLIDE 84
Boundary theory approach: Examples
Throughout, (Xn)n∈N is the BST chain. (1) Internal path length: BTA recovers R´ egnier’s result. Essentially, it ‘replaces inspiration by perspiration’. Provides representation of the limit. (2) Wiener index: BTA works well.
SLIDE 85
Boundary theory approach: Examples
Throughout, (Xn)n∈N is the BST chain. (1) Internal path length: BTA recovers R´ egnier’s result. Essentially, it ‘replaces inspiration by perspiration’. Provides representation of the limit. (2) Wiener index: BTA works well. (3) Height and fill level: As Z is a constant, BTA is useless.
SLIDE 86
Boundary theory approach: Examples
Throughout, (Xn)n∈N is the BST chain. (1) Internal path length: BTA recovers R´ egnier’s result. Essentially, it ‘replaces inspiration by perspiration’. Provides representation of the limit. (2) Wiener index: BTA works well. (3) Height and fill level: As Z is a constant, BTA is useless. (4) Profiles: BTA ‘provides insight’.
SLIDE 87
Boundary theory approach: Examples
Throughout, (Xn)n∈N is the BST chain. (1) Internal path length: BTA recovers R´ egnier’s result. Essentially, it ‘replaces inspiration by perspiration’. Provides representation of the limit. (2) Wiener index: BTA works well. (3) Height and fill level: As Z is a constant, BTA is useless. (4) Profiles: BTA ‘provides insight’. (5) BTA may lead to interesting functionals (silhouette → metric silhouette).
SLIDE 88
Internal path length (re. . .revisited)
SLIDE 89 Internal path length (re. . .revisited)
IPL(Xn) :=
u∈Xn |u|,
an := E IPL(Xn) = 2(n + 1)Hn − 4n.
SLIDE 90 Internal path length (re. . .revisited)
IPL(Xn) :=
u∈Xn |u|,
an := E IPL(Xn) = 2(n + 1)Hn − 4n.
- Rewrite IPL in terms of subtree sizes,
IPL(Xn) =
|Xn(u)| − n.
SLIDE 91 Internal path length (re. . .revisited)
IPL(Xn) :=
u∈Xn |u|,
an := E IPL(Xn) = 2(n + 1)Hn − 4n.
- Rewrite IPL in terms of subtree sizes,
IPL(Xn) =
|Xn(u)| − n.
- Guess the limit functional,
ΦP(X∞) =
X∞(Au)C(ξu), with ξu = X∞(Au0)
X∞(Au) , C(s) = 1 + 2s log(s) + 2(1 − s) log(1 − s).
SLIDE 92 Internal path length (re. . .revisited)
IPL(Xn) :=
u∈Xn |u|,
an := E IPL(Xn) = 2(n + 1)Hn − 4n.
- Rewrite IPL in terms of subtree sizes,
IPL(Xn) =
|Xn(u)| − n.
- Guess the limit functional,
ΦP(X∞) =
X∞(Au)C(ξu), with ξu = X∞(Au0)
X∞(Au) , C(s) = 1 + 2s log(s) + 2(1 − s) log(1 − s).
- Calculate E[X∞(Au)|Fn] and E[ξu|Fn] to obtain the martingale
projection of ΦP(X∞).
SLIDE 93 Internal path length (re. . .revisited)
IPL(Xn) :=
u∈Xn |u|,
an := E IPL(Xn) = 2(n + 1)Hn − 4n.
- Rewrite IPL in terms of subtree sizes,
IPL(Xn) =
|Xn(u)| − n.
- Guess the limit functional,
ΦP(X∞) =
X∞(Au)C(ξu), with ξu = X∞(Au0)
X∞(Au) , C(s) = 1 + 2s log(s) + 2(1 − s) log(1 − s).
- Calculate E[X∞(Au)|Fn] and E[ξu|Fn] to obtain the martingale
projection of ΦP(X∞).
Theorem
As n → ∞, IPL(Xn) − an n + 1 → ΦP(X∞) a.s. and in L2.
SLIDE 94 Internal path length (re. . .revisited)
IPL(Xn) :=
u∈Xn |u|,
an := E IPL(Xn) = 2(n + 1)Hn − 4n.
- Rewrite IPL in terms of subtree sizes,
IPL(Xn) =
|Xn(u)| − n.
- Guess the limit functional,
ΦP(X∞) =
X∞(Au)C(ξu), with ξu = X∞(Au0)
X∞(Au) , C(s) = 1 + 2s log(s) + 2(1 − s) log(1 − s).
- Calculate E[X∞(Au)|Fn] and E[ξu|Fn] to obtain the martingale
projection of ΦP(X∞).
Theorem
As n → ∞, IPL(Xn) − an n + 1 → ΦP(X∞) a.s. and in L2.
R´ egnier 1989, R¨
- sler 1991,· · · , Bindjeme and Fill 2012, Gr. 2012
SLIDE 95
The Wiener index: Convergence in distribution
SLIDE 96 The Wiener index: Convergence in distribution
The Wiener index of a graph G = (V , E) is the sum of all node distances, WI(G) := 1 2
d(u, v).
SLIDE 97 The Wiener index: Convergence in distribution
The Wiener index of a graph G = (V , E) is the sum of all node distances, WI(G) := 1 2
d(u, v). Neininger (2002): For the BST sequence (Xn)n∈N, Wn := 1 n2 WI(Xn) − 2 log n converges in distribution as n → ∞.
SLIDE 98 The Wiener index: Convergence in distribution
The Wiener index of a graph G = (V , E) is the sum of all node distances, WI(G) := 1 2
d(u, v). Neininger (2002): For the BST sequence (Xn)n∈N, Wn := 1 n2 WI(Xn) − 2 log n converges in distribution as n → ∞. Proof uses the contraction method (R¨
uschendorf, Neininger).
SLIDE 99
The Wiener index: BTA
SLIDE 100 The Wiener index: BTA
- Rewrite Wiener index in terms of subtree sizes,
WI(Xn) = n
|Xn(u)| −
|Xn(u)|2.
SLIDE 101 The Wiener index: BTA
- Rewrite Wiener index in terms of subtree sizes,
WI(Xn) = n
|Xn(u)| −
|Xn(u)|2.
- Guess the limit functional ΦW ,
ΦW (X∞) = 2γ − 3 + ΦP(X∞) − Z∞, Z∞ :=
X∞(Au)2.
SLIDE 102 The Wiener index: BTA
- Rewrite Wiener index in terms of subtree sizes,
WI(Xn) = n
|Xn(u)| −
|Xn(u)|2.
- Guess the limit functional ΦW ,
ΦW (X∞) = 2γ − 3 + ΦP(X∞) − Z∞, Z∞ :=
X∞(Au)2.
- Show that EZ∞ < ∞ and calculate E[X∞(Au)2|Fn] to obtain
the martingale projection of ΦW (X∞).
SLIDE 103 The Wiener index: BTA
- Rewrite Wiener index in terms of subtree sizes,
WI(Xn) = n
|Xn(u)| −
|Xn(u)|2.
- Guess the limit functional ΦW ,
ΦW (X∞) = 2γ − 3 + ΦP(X∞) − Z∞, Z∞ :=
X∞(Au)2.
- Show that EZ∞ < ∞ and calculate E[X∞(Au)2|Fn] to obtain
the martingale projection of ΦW (X∞).
Theorem
As n → ∞, Wn → ΦW (X∞) a.s. and in L2.
SLIDE 104
Profiles (from R´
egnier to Jabbour-Hattab)
SLIDE 105 Profiles (from R´
egnier to Jabbour-Hattab) Count the external nodes of x at height k: Ψk(x) := #
∈ x, ¯ u ∈ x
SLIDE 106 Profiles (from R´
egnier to Jabbour-Hattab) Count the external nodes of x at height k: Ψk(x) := #
∈ x, ¯ u ∈ x
Chauvin, Drmota, Jabbour-Hattab (2001) and Chauvin, Klein, Marckert, Roualt (2005) used the martingales Mn(z) :=
n−1
j + 1 j + 2z
∞
Ψk(Xn) zk, z ∈ C, to obtain a.s. asymptotics for k → Ψk(Xn) as n → ∞.
SLIDE 107 Profiles (from R´
egnier to Jabbour-Hattab) Count the external nodes of x at height k: Ψk(x) := #
∈ x, ¯ u ∈ x
Chauvin, Drmota, Jabbour-Hattab (2001) and Chauvin, Klein, Marckert, Roualt (2005) used the martingales Mn(z) :=
n−1
j + 1 j + 2z
∞
Ψk(Xn) zk, z ∈ C, to obtain a.s. asymptotics for k → Ψk(Xn) as n → ∞.
SLIDE 108 Profiles (from R´
egnier to Jabbour-Hattab) Count the external nodes of x at height k: Ψk(x) := #
∈ x, ¯ u ∈ x
Chauvin, Drmota, Jabbour-Hattab (2001) and Chauvin, Klein, Marckert, Roualt (2005) used the martingales Mn(z) :=
n−1
j + 1 j + 2z
∞
Ψk(Xn) zk, z ∈ C, to obtain a.s. asymptotics for k → Ψk(Xn) as n → ∞.
- Mn(z) > 0 if z ∈ [0, ∞),
- Mn(z) = h(Xn) for some harmonic function h : F → (0, ∞),
SLIDE 109 Profiles (from R´
egnier to Jabbour-Hattab) Count the external nodes of x at height k: Ψk(x) := #
∈ x, ¯ u ∈ x
Chauvin, Drmota, Jabbour-Hattab (2001) and Chauvin, Klein, Marckert, Roualt (2005) used the martingales Mn(z) :=
n−1
j + 1 j + 2z
∞
Ψk(Xn) zk, z ∈ C, to obtain a.s. asymptotics for k → Ψk(Xn) as n → ∞.
- Mn(z) > 0 if z ∈ [0, ∞),
- Mn(z) = h(Xn) for some harmonic function h : F → (0, ∞),
- the corresponding h-transform has a simple interpretation via a
marked spine construction used by Lyons, Pemantle and Peres and others in the Bienaym´ e-Galton-Watson context,
SLIDE 110 Profiles (from R´
egnier to Jabbour-Hattab) Count the external nodes of x at height k: Ψk(x) := #
∈ x, ¯ u ∈ x
Chauvin, Drmota, Jabbour-Hattab (2001) and Chauvin, Klein, Marckert, Roualt (2005) used the martingales Mn(z) :=
n−1
j + 1 j + 2z
∞
Ψk(Xn) zk, z ∈ C, to obtain a.s. asymptotics for k → Ψk(Xn) as n → ∞.
- Mn(z) > 0 if z ∈ [0, ∞),
- Mn(z) = h(Xn) for some harmonic function h : F → (0, ∞),
- the corresponding h-transform has a simple interpretation via a
marked spine construction used by Lyons, Pemantle and Peres and others in the Bienaym´ e-Galton-Watson context,
- (2z)−1M∞(z) = dPh/dP for z ∈ (c−, c+).
SLIDE 111 Profiles (from R´
egnier to Jabbour-Hattab) Count the external nodes of x at height k: Ψk(x) := #
∈ x, ¯ u ∈ x
Chauvin, Drmota, Jabbour-Hattab (2001) and Chauvin, Klein, Marckert, Roualt (2005) used the martingales Mn(z) :=
n−1
j + 1 j + 2z
∞
Ψk(Xn) zk, z ∈ C, to obtain a.s. asymptotics for k → Ψk(Xn) as n → ∞.
- Mn(z) > 0 if z ∈ [0, ∞),
- Mn(z) = h(Xn) for some harmonic function h : F → (0, ∞),
- the corresponding h-transform has a simple interpretation via a
marked spine construction used by Lyons, Pemantle and Peres and others in the Bienaym´ e-Galton-Watson context,
- (2z)−1M∞(z) = dPh/dP for z ∈ (c−, c+).
BTA ‘explains’ the martingale and gives an interpretation of the limit, but does not (easily) lead to a new proof of the known results.
SLIDE 112
From AofA to boundaries
SLIDE 113
From AofA to boundaries
Folklore: In specific cases the state space compactification can generally be obtained directly by using the algebraic or geometric structure.
SLIDE 114
From AofA to boundaries
Folklore: In specific cases the state space compactification can generally be obtained directly by using the algebraic or geometric structure. Here: The BST chain X is generated by an algorithm that gives X as a deterministic function of the input sequence η = (ηi)i∈N.
SLIDE 115
From AofA to boundaries
Folklore: In specific cases the state space compactification can generally be obtained directly by using the algebraic or geometric structure. Here: The BST chain X is generated by an algorithm that gives X as a deterministic function of the input sequence η = (ηi)i∈N. In particular, X∞ must be a function of η: For each u ∈ V, let τu := inf{n ∈ N : Xn ∋ u}, be the entrance time of the node and let η(i:0) := 0 < η(i:1) < · · · < η(i:i) < η(i:i+1) := 1 be the order statistics associated with η1, . . . , ηi, i = τu − 1.
SLIDE 116
From AofA to boundaries
Folklore: In specific cases the state space compactification can generally be obtained directly by using the algebraic or geometric structure. Here: The BST chain X is generated by an algorithm that gives X as a deterministic function of the input sequence η = (ηi)i∈N. In particular, X∞ must be a function of η: For each u ∈ V, let τu := inf{n ∈ N : Xn ∋ u}, be the entrance time of the node and let η(i:0) := 0 < η(i:1) < · · · < η(i:i) < η(i:i+1) := 1 be the order statistics associated with η1, . . . , ηi, i = τu − 1. Then X∞(Au) = η(i:j+1) − η(i:j) with η(i:j) < ηi+1 < η(i:j+1).
SLIDE 117
From AofA to boundaries
Folklore: In specific cases the state space compactification can generally be obtained directly by using the algebraic or geometric structure. Here: The BST chain X is generated by an algorithm that gives X as a deterministic function of the input sequence η = (ηi)i∈N. In particular, X∞ must be a function of η: For each u ∈ V, let τu := inf{n ∈ N : Xn ∋ u}, be the entrance time of the node and let η(i:0) := 0 < η(i:1) < · · · < η(i:i) < η(i:i+1) := 1 be the order statistics associated with η1, . . . , ηi, i = τu − 1. Then X∞(Au) = η(i:j+1) − η(i:j) with η(i:j) < ηi+1 < η(i:j+1). Conclusion: Add ‘algorithmic’ to the above structural elements.
SLIDE 118
From AofA to boundaries
Folklore: In specific cases the state space compactification can generally be obtained directly by using the algebraic or geometric structure. Here: The BST chain X is generated by an algorithm that gives X as a deterministic function of the input sequence η = (ηi)i∈N. In particular, X∞ must be a function of η: For each u ∈ V, let τu := inf{n ∈ N : Xn ∋ u}, be the entrance time of the node and let η(i:0) := 0 < η(i:1) < · · · < η(i:i) < η(i:i+1) := 1 be the order statistics associated with η1, . . . , ηi, i = τu − 1. Then X∞(Au) = η(i:j+1) − η(i:j) with η(i:j) < ηi+1 < η(i:j+1). Conclusion: Add ‘algorithmic’ to the above structural elements. Also: A representation may lead to convergence in stronger topologies.
SLIDE 119
Metric binary trees: Generalities
SLIDE 120 Metric binary trees: Generalities
Turn x ⊂ V into a metric space (x, d) :
- assign a positive value w(u) to each non-root node u of x,
SLIDE 121 Metric binary trees: Generalities
Turn x ⊂ V into a metric space (x, d) :
- assign a positive value w(u) to each non-root node u of x,
- for u = (u1, . . . , uk) ∈ x, u = ∅, regard w(u) as the distance
d(u, ¯ u) of u and its direct ancestor ¯ u := (u1, . . . , uk−1),
SLIDE 122 Metric binary trees: Generalities
Turn x ⊂ V into a metric space (x, d) :
- assign a positive value w(u) to each non-root node u of x,
- for u = (u1, . . . , uk) ∈ x, u = ∅, regard w(u) as the distance
d(u, ¯ u) of u and its direct ancestor ¯ u := (u1, . . . , uk−1),
- for u, v ∈ x let d(u, v) be the sum of the distances along the
unique path from u to v.
SLIDE 123 Metric binary trees: Generalities
Turn x ⊂ V into a metric space (x, d) :
- assign a positive value w(u) to each non-root node u of x,
- for u = (u1, . . . , uk) ∈ x, u = ∅, regard w(u) as the distance
d(u, ¯ u) of u and its direct ancestor ¯ u := (u1, . . . , uk−1),
- for u, v ∈ x let d(u, v) be the sum of the distances along the
unique path from u to v. Special cases:
- w ≡ 1 leads to the canonical graph distance,
SLIDE 124 Metric binary trees: Generalities
Turn x ⊂ V into a metric space (x, d) :
- assign a positive value w(u) to each non-root node u of x,
- for u = (u1, . . . , uk) ∈ x, u = ∅, regard w(u) as the distance
d(u, ¯ u) of u and its direct ancestor ¯ u := (u1, . . . , uk−1),
- for u, v ∈ x let d(u, v) be the sum of the distances along the
unique path from u to v. Special cases:
- w ≡ 1 leads to the canonical graph distance,
- with w(u) = wx(u) := #x(u)/#x we obtain the
(normalized) subtree size metric.
SLIDE 125 Metric binary trees: Generalities
Turn x ⊂ V into a metric space (x, d) :
- assign a positive value w(u) to each non-root node u of x,
- for u = (u1, . . . , uk) ∈ x, u = ∅, regard w(u) as the distance
d(u, ¯ u) of u and its direct ancestor ¯ u := (u1, . . . , uk−1),
- for u, v ∈ x let d(u, v) be the sum of the distances along the
unique path from u to v. Special cases:
- w ≡ 1 leads to the canonical graph distance,
- with w(u) = wx(u) := #x(u)/#x we obtain the
(normalized) subtree size metric.
- For ρ > 0, define the weighted subtree size metric via
wρ(u) = wρ,x(u) := ρ|u| wx(u).
SLIDE 126 Metric binary trees: Generalities
Turn x ⊂ V into a metric space (x, d) :
- assign a positive value w(u) to each non-root node u of x,
- for u = (u1, . . . , uk) ∈ x, u = ∅, regard w(u) as the distance
d(u, ¯ u) of u and its direct ancestor ¯ u := (u1, . . . , uk−1),
- for u, v ∈ x let d(u, v) be the sum of the distances along the
unique path from u to v. Special cases:
- w ≡ 1 leads to the canonical graph distance,
- with w(u) = wx(u) := #x(u)/#x we obtain the
(normalized) subtree size metric.
- For ρ > 0, define the weighted subtree size metric via
wρ(u) = wρ,x(u) := ρ|u| wx(u). Note: The first one is local, the others are global.
SLIDE 127
Metric binary trees: Pictures
SLIDE 128 Metric binary trees: Pictures
Map u = (u1, . . . , un) ∈ V to t = 2−1 + n
i=1(2ui − 1)2−i−1 ∈ (0, 1),
vertical distance is d(u, ∅).
SLIDE 129 Metric binary trees: Pictures
Map u = (u1, . . . , un) ∈ V to t = 2−1 + n
i=1(2ui − 1)2−i−1 ∈ (0, 1),
vertical distance is d(u, ∅).
canonical distance
SLIDE 130 Metric binary trees: Pictures
Map u = (u1, . . . , un) ∈ V to t = 2−1 + n
i=1(2ui − 1)2−i−1 ∈ (0, 1),
vertical distance is d(u, ∅).
canonical distance subtree size metric
SLIDE 131
Metric binary trees: Convergence
SLIDE 132
Metric binary trees: Convergence
Any measure µ on {0, 1}∞ defines a metric on V via d∞(¯ u, u) = µ(Au) for all u ∈ V, u = ∅, (recall that Au = {v ∈ {0, 1}∞ : u ≤ v}).
SLIDE 133
Metric binary trees: Convergence
Any measure µ on {0, 1}∞ defines a metric on V via d∞(¯ u, u) = µ(Au) for all u ∈ V, u = ∅, (recall that Au = {v ∈ {0, 1}∞ : u ≤ v}). Convergence of trees ↔ convergence of metric spaces
SLIDE 134 Metric binary trees: Convergence
Any measure µ on {0, 1}∞ defines a metric on V via d∞(¯ u, u) = µ(Au) for all u ∈ V, u = ∅, (recall that Au = {v ∈ {0, 1}∞ : u ≤ v}). Convergence of trees ↔ convergence of metric spaces Rˆ
Continuum random tree, Brownian excursion, Gromov convergence.
SLIDE 135 Metric binary trees: Convergence
Any measure µ on {0, 1}∞ defines a metric on V via d∞(¯ u, u) = µ(Au) for all u ∈ V, u = ∅, (recall that Au = {v ∈ {0, 1}∞ : u ≤ v}). Convergence of trees ↔ convergence of metric spaces Rˆ
Continuum random tree, Brownian excursion, Gromov convergence. In view of Xn ↑ V we can work with (xn, dn) → (V, d∞) meaning that lim
n→∞ dn(u, v) = d∞(u, v) for all u, v ∈ V.
SLIDE 136
Metric binary trees: A phase transition
SLIDE 137
Metric binary trees: A phase transition Theorem
Let ρ0 = 1.26107 · · · be the smaller one of the two roots of the equation 2e log(ρ) = ρ, ρ > 0.
SLIDE 138
Metric binary trees: A phase transition Theorem
Let ρ0 = 1.26107 · · · be the smaller one of the two roots of the equation 2e log(ρ) = ρ, ρ > 0. (a) For ρ < ρ0, the metric space (V, dX∞,ρ) is compact w.p. 1.
SLIDE 139
Metric binary trees: A phase transition Theorem
Let ρ0 = 1.26107 · · · be the smaller one of the two roots of the equation 2e log(ρ) = ρ, ρ > 0. (a) For ρ < ρ0, the metric space (V, dX∞,ρ) is compact w.p. 1. (b) For ρ > ρ0, (V, dX∞,ρ) has infinite diameter w.p. 1.
SLIDE 140 Metric binary trees: A phase transition Theorem
Let ρ0 = 1.26107 · · · be the smaller one of the two roots of the equation 2e log(ρ) = ρ, ρ > 0. (a) For ρ < ρ0, the metric space (V, dX∞,ρ) is compact w.p. 1. (b) For ρ > ρ0, (V, dX∞,ρ) has infinite diameter w.p. 1. (c) For ρ < ρ0, the metric spaces (Xn, dXn,ρ) converge uniformly to (V, dX∞,ρ) as n → ∞ in the sense of sup
u,v∈Xn
- dXn,ρ(u, v) − dX∞,ρ(u, v)
- → 0 a. s. and in mean.
SLIDE 141 Metric binary trees: A phase transition Theorem
Let ρ0 = 1.26107 · · · be the smaller one of the two roots of the equation 2e log(ρ) = ρ, ρ > 0. (a) For ρ < ρ0, the metric space (V, dX∞,ρ) is compact w.p. 1. (b) For ρ > ρ0, (V, dX∞,ρ) has infinite diameter w.p. 1. (c) For ρ < ρ0, the metric spaces (Xn, dXn,ρ) converge uniformly to (V, dX∞,ρ) as n → ∞ in the sense of sup
u,v∈Xn
- dXn,ρ(u, v) − dX∞,ρ(u, v)
- → 0 a. s. and in mean.
(d) For ρ > ρ0, and with dXn,ρ(¯ u, u) := 0 for u / ∈ Xn, sup
u,v∈V
- dXn,ρ(u, v) − dX∞,ρ(u, v)
- = ∞ w.p. 1.
SLIDE 142
Outlook
SLIDE 143 Outlook
- F: Ulam-Harris trees, CMC: random recursive trees:
Roughly: Nesting leads from the P´
- lya urn to the BST chain,
and from the Chinese restaurant to RRT, see EGW 2012.
SLIDE 144 Outlook
- F: Ulam-Harris trees, CMC: random recursive trees:
Roughly: Nesting leads from the P´
- lya urn to the BST chain,
and from the Chinese restaurant to RRT, see EGW 2012.
CMC style growth, see e.g. Janson and Severini 2012
SLIDE 145 Outlook
- F: Ulam-Harris trees, CMC: random recursive trees:
Roughly: Nesting leads from the P´
- lya urn to the BST chain,
and from the Chinese restaurant to RRT, see EGW 2012.
CMC style growth, see e.g. Janson and Severini 2012
- Second order results via (struct)?
IPL: Convergence in distribution in Neininger 2013+.
SLIDE 146 Outlook
- F: Ulam-Harris trees, CMC: random recursive trees:
Roughly: Nesting leads from the P´
- lya urn to the BST chain,
and from the Chinese restaurant to RRT, see EGW 2012.
CMC style growth, see e.g. Janson and Severini 2012
- Second order results via (struct)?
IPL: Convergence in distribution in Neininger 2013+.
Is the continuum random tree the boundary of the R´ emy chain?
SLIDE 147 Outlook
- F: Ulam-Harris trees, CMC: random recursive trees:
Roughly: Nesting leads from the P´
- lya urn to the BST chain,
and from the Chinese restaurant to RRT, see EGW 2012.
CMC style growth, see e.g. Janson and Severini 2012
- Second order results via (struct)?
IPL: Convergence in distribution in Neininger 2013+.
Is the continuum random tree the boundary of the R´ emy chain?
- Functorial properties of the boundary constructions.