The Annals of Probability

Tightness for a family of recursion equations

Maury Bramson and Ofer Zeitouni
Source: Ann. Probab. Volume 37, Number 2 (2009), 615-653.

Abstract

In this paper we study the tightness of solutions for a family of recursion equations. These equations arise naturally in the study of random walks on tree-like structures. Examples include the maximal displacement of a branching random walk in one dimension and the cover time of a symmetric simple random walk on regular binary trees. Recursion equations associated with the distribution functions of these quantities have been used to establish weak laws of large numbers. Here, we use these recursion equations to establish the tightness of the corresponding sequences of distribution functions after appropriate centering. We phrase our results in a fairly general context, which we hope will facilitate their application in other settings.

First Page: Show Hide
Primary Subjects: 60J80, 60G50, 39B12
Full-text: Open access
Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.aop/1241099923
Digital Object Identifier: doi:10.1214/08-AOP414
Zentralblatt MATH identifier: 05558294
Mathematical Reviews number (MathSciNet): MR2510018

References

[1] Abramowitz, M. and Stegun, I. A. (1965). Handbook of Mathematical Functions. Dover.
[2] Addario-Berry, D. (2007). Ballot theorems and the height of trees. Ph.D. thesis, McGill Univ.
[3] Aldous, D. (1989). Probability Approximations via the Poisson Clumping Heuristic. Applied Mathematical Sciences 77. Springer, New York.
Mathematical Reviews (MathSciNet): MR969362
[4] Aldous, D. J. (1991). Random walk covering of some special trees. J. Math. Anal. Appl. 157 271–283.
Mathematical Reviews (MathSciNet): MR1109456
Digital Object Identifier: doi:10.1016/0022-247X(91)90149-T
[5] Aldous, D. J. and Bandyopadhyay, A. (2005). A survey of max-type recursive distributional equations. Ann. Appl. Probab. 15 1047–1110.
Mathematical Reviews (MathSciNet): MR2134098
Digital Object Identifier: doi:10.1214/105051605000000142
Project Euclid: euclid.aoap/1115137969
[6] Athreya, K. B. and Ney, P. E. (1972). Branching Processes. Die Grundlehren der mathematischen Wissenschaften 196. Springer, New York.
Mathematical Reviews (MathSciNet): MR373040
[7] Bachmann, M. (2000). Limit theorems for the minimal position in a branching random walk with independent logconcave displacements. Adv. in Appl. Probab. 32 159–176.
Mathematical Reviews (MathSciNet): MR1765165
Digital Object Identifier: doi:10.1239/aap/1013540028
Project Euclid: euclid.aap/1013540028
[8] Biggins, J. D. (1990). The central limit theorem for the supercritical branching random walk, and related results. Stochastic Process. Appl. 34 255–274.
Mathematical Reviews (MathSciNet): MR1047646
Digital Object Identifier: doi:10.1016/0304-4149(90)90018-N
[9] Bramson, M. D. (1978). Maximal displacement of branching Brownian motion. Comm. Pure Appl. Math. 31 531–581.
Mathematical Reviews (MathSciNet): MR494541
Digital Object Identifier: doi:10.1002/cpa.3160310502
[10] Bramson, M. (1983). Convergence of solutions of the Kolmogorov equation to travelling waves. Mem. Amer. Math. Soc. 44 iv+190.
Mathematical Reviews (MathSciNet): MR705746
[11] Bramson, M. and Zeitouni, O. (2007). Tightness for the minimal displacement of branching random walk. J. Stat. Mech. Theory Exp. 7 P07010 (electronic).
Mathematical Reviews (MathSciNet): MR2335694
[12] Chauvin, B. and Drmota, M. (2006). The random multisection problem, travelling waves and the distribution of the height of m-ary search trees. Algorithmica 46 299–327.
Mathematical Reviews (MathSciNet): MR2291958
Digital Object Identifier: doi:10.1007/s00453-006-0107-7
[13] Dekking, F. M. and Host, B. (1991). Limit distributions for minimal displacement of branching random walks. Probab. Theory Related Fields 90 403–426.
Mathematical Reviews (MathSciNet): MR1133373
Digital Object Identifier: doi:10.1007/BF01193752
[14] Dembo, A., Peres, Y., Rosen, J. and Zeitouni, O. (2004). Cover times for Brownian motion and random walks in two dimensions. Ann. of Math. (2) 160 433–464.
Mathematical Reviews (MathSciNet): MR2123929
Digital Object Identifier: doi:10.4007/annals.2004.160.433
[15] Drmota, M. (2003). An analytic approach to the height of binary search trees. II. J. ACM 50 333–374 (electronic).
Mathematical Reviews (MathSciNet): MR2146358
Digital Object Identifier: doi:10.1145/765568.765572
[16] Feller, W. (1957). An Introduction to Probability Theory and Its Applications, Vol. I, 2nd ed. Wiley, New York.
Mathematical Reviews (MathSciNet): MR88081
[17] Fisher, R. A. (1937). The advance of advantageous genes. Ann. of Eugenics 7 355–369.
Mathematical Reviews (MathSciNet): MR2079
[18] Hammersley, J. M. (1974). Postulates for subadditive processes. Ann. Probab. 2 652–680.
Mathematical Reviews (MathSciNet): MR370721
Digital Object Identifier: doi:10.1214/aop/1176996611
[19] Harris, T. E. (1963). The Theory of Branching Processes. Die Grundlehren der Mathematischen Wissenschaften 119. Springer, Berlin.
Mathematical Reviews (MathSciNet): MR163361
[20] Kaplan, N. and Asmussen, S. (1976). Branching random walks. II. Stochastic Process. Appl. 4 15–31.
Mathematical Reviews (MathSciNet): MR400430
Digital Object Identifier: doi:10.1016/0304-4149(76)90023-5
[21] Kingman, J. F. C. (1975). The first birth problem for an age-dependent branching process. Ann. Probab. 3 790–801.
Mathematical Reviews (MathSciNet): MR400438
Digital Object Identifier: doi:10.1214/aop/1176996266
[22] Kingman, J. F. C. (1976). Subadditive processes. In École D’Été de Probabilités de Saint-Flour, V–1975. Lecture Notes in Mathematics 539 167–223. Springer, Berlin.
Mathematical Reviews (MathSciNet): MR438477
[23] Kolmogorov, A., Petrovsky, I. and Piscounov, N. (1937). Étude de l’équation de la diffusion avec croissance de la quantité de matière et son application à un problème biologique. Moscou Universitet Bull. Math. 1 1–25.
[24] Liggett, T. M. (1985). An improved subadditive ergodic theorem. Ann. Probab. 13 1279–1285.
Mathematical Reviews (MathSciNet): MR806224
Digital Object Identifier: doi:10.1214/aop/1176992811
Project Euclid: euclid.aop/1176992811
[25] Loève, M. (1977). Probability Theory. I, 4th ed. Graduate Texts in Mathematics 45. Springer, New York.
Mathematical Reviews (MathSciNet): MR651017
[26] Lui, R. (1982). A nonlinear integral operator arising from a model in population genetics. I. Monotone initial data. SIAM J. Math. Anal. 13 913–937.
Mathematical Reviews (MathSciNet): MR674762
Digital Object Identifier: doi:10.1137/0513064
[27] McDiarmid, C. (1995). Minimal positions in a branching random walk. Ann. Appl. Probab. 5 128–139.
Mathematical Reviews (MathSciNet): MR1325045
Digital Object Identifier: doi:10.1214/aoap/1177004832
Project Euclid: euclid.aoap/1177004832
[28] McKean, H. P. (1975). Application of Brownian motion to the equation of Kolmogorov–Petrovskii–Piskunov. Comm. Pure Appl. Math. 28 323–331.
Mathematical Reviews (MathSciNet): MR400428
Digital Object Identifier: doi:10.1002/cpa.3160280302
[29] Reed, B. (2003). The height of a random binary search tree. J. ACM 50 306–332 (electronic).
Mathematical Reviews (MathSciNet): MR2146357
Digital Object Identifier: doi:10.1145/765568.765571

2013 © Institute of Mathematical Statistics

The Annals of Probability

The Annals of Probability

Turn MathJax Off
What is MathJax?