SearcharxivSearch

arXiv · 2511.21478

Markov properties for the vertical edge profile in random labelled trees

Abstract

We study a broad class of random labelled trees in which integer-valued labels evolve along the edges according to increments in $\{-1, 0, 1\}$. These models include e.g. branching random walks, embedded complete and incomplete binary trees, random Cayley and plane trees with uniform displacements along edges. Motivated by recent work suggesting a Markovian structure in the vertical profile of such trees, we introduce the vertical edge profile, which counts both oriented edges connecting label $k-1$ to label $k$ and oriented edges connecting label $k$ to label $k-1$. We show that the vertical edge profile forms a time-homogeneous Markov chain for a wide class of models, and this remains true (provided we enrich this process by the total mass of the tree below each label) if we condition on the total size of the tree. We give explicit transition kernels in the case of labelled incomplete binary trees, which are closely related to known enumeration formulas. To establish these results, we study a decomposition of labelled trees into excursions above and below fixed label levels, yielding a forest structure with tractable probabilistic laws. We further explain briefly how these findings connect to the theory of super-Brownian motion and the Integrated Super-Brownian Excursion (ISE). In a companion paper, we show that the vertical edge profile converges, after rescaling,to the local time and its derivative of Brownian motion indexed by the Brownian tree.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Alexis Metz-Donnadieu. 2025-11-26. Markov properties for the vertical edge profile in random labelled trees. https://arxiv.org/abs/2511.21478

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR