scholarly journals The SDE Solved By Local Times of a Brownian Excursion or Bridge Derived From the Height Profile of a Random Tree or Forest

1999 ◽  
Vol 27 (1) ◽  
pp. 261-283 ◽  
Author(s):  
Jim Pitman
1995 ◽  
Vol 8 (3) ◽  
pp. 209-232 ◽  
Author(s):  
Lajos Takács

In this paper explicit formulas are given for the distribution functions and the moments of the local times of the Brownian motion, the reflecting Brownian motion, the Brownian meander, the Brownian bridge, the reflecting Brownian bridge and the Brownian excursion.


Author(s):  
Gabriel Berzunza Ojeda ◽  
Svante Janson

Abstract It is well known that the height profile of a critical conditioned Galton–Watson tree with finite offspring variance converges, after a suitable normalisation, to the local time of a standard Brownian excursion. In this work, we study the distance profile, defined as the profile of all distances between pairs of vertices. We show that after a proper rescaling the distance profile converges to a continuous random function that can be described as the density of distances between random points in the Brownian continuum random tree. We show that this limiting function a.s. is Hölder continuous of any order $\alpha<1$ , and that it is a.e. differentiable. We note that it cannot be differentiable at 0, but leave as open questions whether it is Lipschitz, and whether it is continuously differentiable on the half-line $(0,\infty)$ . The distance profile is naturally defined also for unrooted trees contrary to the height profile that is designed for rooted trees. This is used in our proof, and we prove the corresponding convergence result for the distance profile of random unrooted simply generated trees. As a minor purpose of the present work, we also formalize the notion of unrooted simply generated trees and include some simple results relating them to rooted simply generated trees, which might be of independent interest.


1993 ◽  
Vol 96 (3) ◽  
pp. 369-383 ◽  
Author(s):  
Jean-François Le Gall

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