Abstract
In the context of uniform random mappings of an n-element set to itself, Aldous and Pitman (1994) established a functional invariance principle, showing that many n → ∞ limit distributions can be described as distributions of suitable functions of reflecting Brownian bridge. To study non-uniform cases, in this paper we formulate a sampling invariance principle in terms of iterates of a fixed number of random elements. We show that the sampling invariance principle implies many, but not all, of the distributional limits implied by the functional invariance principle. We give direct verifications of the sampling invariance principle in two successive generalizations of the uniform case, to p-mappings (where elements are mapped to i.i.d. non-uniform elements) and P-mappings (where elements are mapped according to a Markov matrix). We compare with parallel results in the simpler setting of random trees.
Research supported in part by N.S.F. Grants DMS-9970901 and DMS-0071448
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Aldous, D. J. and Pitman, J. (2002) Two recursive decompositions of Brownian bridge related to the asymptotics of random mappings, Technical Report 595, Dept. Statistics, U.C. Berkeley, 2002.
Aldous, D. J. (1985) Self-intersections of random walks on discrete groups, Math. Proc. Cambridge Philos. Soc., 98, 155–177.
Aldous, D. J. (1990) A random tree model associated with random graphs, Random Structures Algorithms, 1 383–402.
Aldous, D. J. (1993) The continuum random tree III, Ann. Probab., 21, 248–289.
Aldous, D. J. (1997) Brownian excursions, critical random graphs and the multiplicative coalescent, Ann. Probab., 25, 812–854.
Aldous, D. J., Miermont, G. and Pitman, J. (in preparation) Limit distributions for non-uniform random mappings, involving Brownian bridge and inhomogeneous continuum random trees.
Aldous, D. J. and Pitman, J. (1994) Brownian bridge asymptotics for random mappings, Random Structures Algorithms, 5, 487–512.
Aldous, D. J. and Pitman, J. (1999) A family of random trees with random edge lengths, Random Structures Algorithms, 15, 176–195.
Aldous, D. J. and Pitman, J. (2000) Inhomogeneous continuum random trees and the entrance boundary of the additive coalescent, Probab. Th. Rel. Fields, 118, 455–482.
Baron, G., Drmota, M. and Mutafchiev, L. (1996) Predecessors in random mappings, Combin. Probab. Comput., 5, no. 4 317–335.
Bennies, J. and Pitman, J. (2001) Asymptotics of the Hurwitz binomial distribution related to mixed Poisson Galton-Watson trees, Combinatorics, Probability and Computing, 10, 203–211.
Berg, S. and Mutafchiev, L. (1990) Random mappings with an attracting center: Lagrangian distributions and a regression function, J. Appl. Probab., 27, 622–636.
Bertoin, J. and Pitman, J. (1994) Path transformations connecting Brownian bridge, excursion and meander, Bull. Sci. Math. (2), 118 147–166.
Biane, P., Pitman, J. and Yor, M. (2001) Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excursions, Bull. Amer. Math. Soc., 38, 435–465.
Biane, P. and Yor, M. (1987) Valeurs principales associees aux temps locaux Browniens, Bull. Sci. Math. (2), 111 23–101.
Billingsley, P. (1999) Convergence of Probability Measures, Wiley, second edition.
Burtin, Y. D. (1980) On a simple formula for random mappings and its applications, J. Appl. Probab., 17, 403–414.
Camarri, M. and Pitman, J. (2000) Limit distributions and random trees derived from the birthday problem with unequal probabilities, Electron. J. Probab., 5, paper 2, 1–18.
Cremers, H. and Kadelka, D. (1986) On weak convergence of integral functions of stochastic processes with applications to processes taking paths in L(p,E), Stochastic Process. Appl., 21, 305–317.
Drmota, M. and Gittenberger, B. (1997) On the profile of random trees, Random Structures and Algorithms, 10, 421–451.
Duquesne, T. (2000) A limit theorem for the contour process of conditioned Galton-Watson trees, Unpublished.
Duquesne, T. and Le Gall, J.-F. (2001) Random trees, Levy processes and spatial branching processes, Technical Report DMA-01-23, Ecole Normale Superieure.
Durrett, R. Probability: theory and examples, Duxbury Press, Belmont, CA, second edition, 1996.
Ethier, S. N. and Kurtz, T. G. (1986) Markov Processes: Characterization and Convergence, Wiley, New York.
Frieze, A. M. (1985) On the value of a random minimum spanning tree problem, Discrete Appl. Math., 10, 47–56.
Le Gall, J.-F. (1993) The uniform random tree in a Brownian excursion, Probab. Th. Rel. Fields, 96, 369–384.
Gittenberger, B. and Louchard, G. (1999) The Brownian excursion multidimensional local time density, J. Appl. Probab., 36, 350–373.
Gittenberger, B. and Louchard, G. (2000) On the local time density of the reflecting Brownian bridge, J. Appl. Math. Stochastic Anal., 13, 125–136.
Grinblat, L. S. (1976) A limit theorem for measurable random processes and its applications, Proc. Amer. Math. Soc., 61, 371–376.
Harris, B. (1993) A survey of the early history of the theory of random mappings, in Probabilistic methods in discrete mathematics (Petrozavodsk, 1992), VSP, Utrecht, 1–22.
Jansons, K. M. (1997) The distribution of the time spent by a standard excursion above a given level, with applications to ring polymers near a discontinuity potential, Elect. Comm. in Probab., 2, 53–58.
Jaworski, J. (1984) On a random mapping (T,Pj), J. Appl. Probab., 21, 186–191.
Kingman, J. F. C. (1978) The representation of partition structures, J. London Math. Soc., 18, 374–380.
Kolchin, V. F. (1986) Random Mappings, Optimization Software, New York, (Translation of Russian original).
Le Gall, J. F. and Le Jan, Y. (1998) Branching processes in Lévy processes: the exploration process, Ann. Probab., 26, 213–252.
Levy, P. (1939) Sur certains processus stochastiques homogènes. Compositio Math., 7, 283–339.
Lyons, R. and Peres, Y. (in press) Probability on Trees and Networks, Cambridge University Press.
Marckert, J.-F. and Mokkadem, A. (2001) The depth first processes of Galton-Watson trees converge to the same Brownian excursion, Univ. de Versailles.
Mutafchiev, L. R. (1993) Random mappings and trees: relations between asymptotics of moments of certain characteristics, in Probabilistic methods in discrete mathematics (Petrozavodsk, 1992), VSP, Utrecht, 353–365.
Mutafchiev, L. R. (1987) On random mappings with a single attracting centre, J. Appl. Probab., 24, 258–264.
Mutafciev, L. (1983) Probability distributions and asymptotics for some characteristics of random mappings, in W. Grossman et al. (Eds.), Proc. 4th Pannonian Symp. on Math. Statist.,227–238.
O’Cinneide, C. A. and Pokrovskii, A. V. (2000) Nonuniform random transformations, Ann. Appl. Probab., 10, no. 4, 1151–1181.
Pitman, J. (1999) Brownian motion, bridge, excursion and meander characterized by sampling at independent uniform times, Electron. J. Probab., 4, paper 11, 1–33.
Pitman, J. (1999) The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest, Ann. Probab., 27, 261–283.
Pitman, J. (2001) Random mappings, forests and subsets associated with Abel-Cayley-Hurwitz multinomial expansions, Séminaire Lotharingien de Combinatoire, issue 46:45; http://www.mat.univie.ac.at/~slc/.
Pitman, J. and Yor, M. (1997) The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator, Ann. Probab., 25, 855–900.
Ross, S. M. (1981) A random graph, J. Appl. Probab., 18, 309–315.
Stepanov, V. E. (1971) Random mappings with a single attracting center, Theory Probab. Appl., 16, 155–162.
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2002 Springer Science+Business Media Dordrecht
About this chapter
Cite this chapter
Aldous, D., Pitman, J. (2002). Invariance Principles for Non-Uniform Random Mappings and Trees. In: Malyshev, V., Vershik, A. (eds) Asymptotic Combinatorics with Application to Mathematical Physics. NATO Science Series, vol 77. Springer, Dordrecht. https://doi.org/10.1007/978-94-010-0575-3_6
Download citation
DOI: https://doi.org/10.1007/978-94-010-0575-3_6
Publisher Name: Springer, Dordrecht
Print ISBN: 978-1-4020-0793-4
Online ISBN: 978-94-010-0575-3
eBook Packages: Springer Book Archive