Search arXiv⌕ Search
Home/Archive/arXiv

arXiv · 2511.21478

Markov properties for the vertical edge profile in random labelled trees

Alexis Metz-Donnadieu
View original source ↗Read source document ↗Export metadata ↓

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

math.PR

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

arXiv2026

Selection in the Zero-Noise Limit for High-Dimensional Diffusions with Measurable Drift

This paper investigates the zero-noise limit of high-dimensional small-noise diffusion processes governed by the stochastic differential equation (SDE) \begin{equation*} \mathrm{d}X_{t}^{\varepsilon }=b(X_{t}^{\varepsilon })\,\mathrm{d}t+\varepsilon \,\mathrm{d}W_{t},\quad X_{0}^{\varepsilon }=0,\quad \varepsilon >0, \end{equation*} where the drift coefficient $b$ is assumed to be measurable and bounded. Under this condition, the associated deterministic ordinary differential equation (ODE) $\dot{x}_{t}=b(x_{t})$ may admit multiple Filippov solutions, i.e., solutions in the sense of differential inclusions, due to the lack of Lipschitz continuity or uniqueness criteria. However, the introduction of non-degenerate additive noise restores well-posedness: the perturbed system admits a unique strong (pathwise) solution for each $\varepsilon >0$. Our analysis is based on the radial-spherical decomposition. We prove that, under certain assumptions, the radius dominates a one-dimensional comparison process and escapes to infinity at a linear rate, and the extrinsic angular martingale converges. Under an explicit separable gradient structure, expressed in terms of a radial potential $V(r,ω)=\langle b(rω),ω\rangle $, the angle converges, for every fixed noise, almost surely to the set of global angular maximizers of $V$, and its distance from that set tends to zero in probability as $\varepsilon\rightarrow0$. The limiting measure is compact, carried by immediate-departure Filippov paths, and, under a Lipschitz radial-graph condition, purely singular with Hausdorff dimension at most $d-1$. A continuous-mapping criterion for exit-time convergence is also established.

math.PR↗
arXiv2026

Asymptotic optimality of dynamic first-fit packing on the half-axis

We revisit a classical problem in dynamic storage allocation. Items arrive in a linear storage medium, modeled as a half-axis, at a Poisson rate $r$ and depart after an independent exponentially distributed unit mean service time. The arriving item sizes (lengths) are assumed to be independent and identically distributed (i.i.d.) from a common distribution $H$. A widely employed algorithm for allocating the items is the "first-fit" discipline, namely, each arriving item is placed in the left-most vacant interval large enough to accommodate it. In a seminal 1985 paper, Coffman, Kadota, and Shepp ([6]) proved that in the special case of unit length items (i.e. degenerate $H$), as $r$ tends towards infinity, the first-fit algorithm is asymptotically optimal in the following sense: the steady-state ratio of expected "empty space" (gaps between items) to expected occupied space tends towards $0$. In a sequel to [6], Coffman, Kadota, and Shepp ([5]) conjectured that the first-fit discipline is also asymptotically optimal for non-degenerate $H$. In this paper we provide the first proof of first-fit asymptotic optimality for non-degenerate distributions $H$ of item sizes. Our main result is for the case when $H$ is concentrated on countably many positive real sizes forming an increasing sequence that is either finite or goes to infinity, with the average item size being finite. We prove that under the first-fit discipline, as $r$ tends towards infinity, the steady-state packing configuration (scaled down by $r$) converges in distribution to the limiting packing configuration with smaller items on the left, larger items on the right, and with no gaps between. In particular, this proves asymptotic optimality of first-fit in the following sense: if $P$ is the expected occupied space, then in steady-state the empty space (scaled down by $r$) in $[0,P]$ vanishes.

math.PR↗
arXiv2026

Annealed almost periodic entropy

This work studies certain notions of entropy that can be associated to (i) a representation of a separable, unital C*-algebra $\mathfrak{A}$ and (ii) an auxiliary random sequence $(π_n)_{n\ge 1}$ of finite-dimensional representations of $\mathfrak{A}$. This continues a previous research program into the properties of these entropy notions when each $π_n$ is deterministic, which uncovered a range of analogies with entropy in ergodic theory and also with non-commutative generalizations of Szegő's limit theorems. We associate two new notions of entropy to data as in (i) and (ii) above: `annealed' AP entropy, which is roughly a kind of first-moment average of deterministic AP entropies; and `zeroth-order' AP entropy, which controls the large deviations probabilities that certain positive definite functions appear in the representations $π_n$ at all. After developing some of this general theory, we then focus on the special case in which $\mathfrak{A}$ is the group C*-algebra of a finitely-generated free group and each $π_n$ is generated by choosing a tuple of $n$-by-$n$ unitary matrices independently at random from Haar measure. In that case, explicit formulas can be derived for some of our notions of entropy, and new large deviations principles in random matrix theory are obtained as a consequence.

math.PR↗