Limit distributions for multitype branching processes of $m$-ary search trees
A particular continuous-time multitype branching process is considered, it is the continuous-time embedding of a discrete-time process which is very popular in theoretical computer science: the m-ary search tree (m is an integer). There is a well-known phase transition: when m \leq 26, the asymptoti...
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Veröffentlicht in: | Annales de l'I.H.P. Probabilités et statistiques 2014-05, Vol.50 (2), p.1-27 |
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description | A particular continuous-time multitype branching process is considered, it is the continuous-time embedding of a discrete-time process which is very popular in theoretical computer science: the m-ary search tree (m is an integer). There is a well-known phase transition: when m \leq 26, the asymptotic behavior of the process is Gaussian, but for m \geq 27 it is no more Gaussian and a limit W of a complex-valued martingale arises. Thanks to the branching property it appears as a solution of a smoothing equation of the type Z = e^{-{\lambda}T}(Z(1) + ... + Z(m)), where {\lambda} \in C, the Z(k) are independent copies of Z and T is a R_+-valued random variable, independent of the Z(k). This distributional equation is extensively studied by various approaches. The existence and unicity of solution of the equation are proved by contraction methods. The fact that the distribution of W is absolutely continuous and that its support is the whole complex plane is shown via Fourier analysis. Finally, the existence of exponential moments of W is obtained by considering W as the limit of a complex Mandelbrot cascade. |
doi_str_mv | 10.1214/12-AIHP518 |
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There is a well-known phase transition: when m \leq 26, the asymptotic behavior of the process is Gaussian, but for m \geq 27 it is no more Gaussian and a limit W of a complex-valued martingale arises. Thanks to the branching property it appears as a solution of a smoothing equation of the type Z = e^{-{\lambda}T}(Z(1) + ... + Z(m)), where {\lambda} \in C, the Z(k) are independent copies of Z and T is a R_+-valued random variable, independent of the Z(k). This distributional equation is extensively studied by various approaches. The existence and unicity of solution of the equation are proved by contraction methods. The fact that the distribution of W is absolutely continuous and that its support is the whole complex plane is shown via Fourier analysis. Finally, the existence of exponential moments of W is obtained by considering W as the limit of a complex Mandelbrot cascade.</description><identifier>ISSN: 0246-0203</identifier><identifier>EISSN: 1778-7017</identifier><identifier>DOI: 10.1214/12-AIHP518</identifier><language>eng</language><publisher>Institut Henri Poincaré (IHP)</publisher><subject>05D40 ; 60C05 ; 60J80 ; Absolute continuity ; Characteristic function ; Embedding in continuous time ; Exponential moments ; Martingale ; Mathematics ; Multitype branching process ; Probability ; Smoothing transformation ; Support</subject><ispartof>Annales de l'I.H.P. 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The fact that the distribution of W is absolutely continuous and that its support is the whole complex plane is shown via Fourier analysis. Finally, the existence of exponential moments of W is obtained by considering W as the limit of a complex Mandelbrot cascade.</description><subject>05D40</subject><subject>60C05</subject><subject>60J80</subject><subject>Absolute continuity</subject><subject>Characteristic function</subject><subject>Embedding in continuous time</subject><subject>Exponential moments</subject><subject>Martingale</subject><subject>Mathematics</subject><subject>Multitype branching process</subject><subject>Probability</subject><subject>Smoothing transformation</subject><subject>Support</subject><issn>0246-0203</issn><issn>1778-7017</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2014</creationdate><recordtype>article</recordtype><recordid>eNpVUFFLwzAYDKLgnL74C_KwF4VqvrRJ2scy1A0q-uCeS5omNqNdS5IK-_d2rAi-3MFxdxyH0D2QJ6CQPAON8u3mk0F6gRYgRBoJAuISLQhNeEQoia_Rjfd7QgjPCF-g98J2NuDa-uBsNQbbHzw2vcPd2AYbjoPGlZMH1djDNx5cr7T32uPe4FW3iqQ7Yq-lUw0OTmt_i66MbL2-m3mJdq8vX-tNVHy8bdd5EamYxiGqCVNGpbXkrK44ZCbTGVGgqJJSMsOMEEYnVZWkBLgETiHlwoiUMQqSKxIvUX7unRbttQp6VK2ty8HZbppU9tKW610xqzNJ2wwlxBlLGYcknjoezh2NbP8lN3lRnrTpIkFJAj8weR_PXuV67502fwEg5en4Ccr5-PgXndh2Wg</recordid><startdate>20140501</startdate><enddate>20140501</enddate><creator>Chauvin, Brigitte</creator><creator>Liu, Quansheng</creator><creator>Pouyanne, Nicolas</creator><general>Institut Henri Poincaré (IHP)</general><general>Institut Henri Poincaré</general><scope>AAYXX</scope><scope>CITATION</scope><scope>1XC</scope></search><sort><creationdate>20140501</creationdate><title>Limit distributions for multitype branching processes of $m$-ary search trees</title><author>Chauvin, Brigitte ; Liu, Quansheng ; Pouyanne, Nicolas</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c323t-d05cfc8da65db619f9e90c1c2caaa5f5f77fe4bb48016a1621867f785521a6c03</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2014</creationdate><topic>05D40</topic><topic>60C05</topic><topic>60J80</topic><topic>Absolute continuity</topic><topic>Characteristic function</topic><topic>Embedding in continuous time</topic><topic>Exponential moments</topic><topic>Martingale</topic><topic>Mathematics</topic><topic>Multitype branching process</topic><topic>Probability</topic><topic>Smoothing transformation</topic><topic>Support</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>Chauvin, Brigitte</creatorcontrib><creatorcontrib>Liu, Quansheng</creatorcontrib><creatorcontrib>Pouyanne, Nicolas</creatorcontrib><collection>CrossRef</collection><collection>Hyper Article en Ligne (HAL)</collection><jtitle>Annales de l'I.H.P. Probabilités et statistiques</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>Chauvin, Brigitte</au><au>Liu, Quansheng</au><au>Pouyanne, Nicolas</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>Limit distributions for multitype branching processes of $m$-ary search trees</atitle><jtitle>Annales de l'I.H.P. Probabilités et statistiques</jtitle><date>2014-05-01</date><risdate>2014</risdate><volume>50</volume><issue>2</issue><spage>1</spage><epage>27</epage><pages>1-27</pages><issn>0246-0203</issn><eissn>1778-7017</eissn><abstract>A particular continuous-time multitype branching process is considered, it is the continuous-time embedding of a discrete-time process which is very popular in theoretical computer science: the m-ary search tree (m is an integer). There is a well-known phase transition: when m \leq 26, the asymptotic behavior of the process is Gaussian, but for m \geq 27 it is no more Gaussian and a limit W of a complex-valued martingale arises. Thanks to the branching property it appears as a solution of a smoothing equation of the type Z = e^{-{\lambda}T}(Z(1) + ... + Z(m)), where {\lambda} \in C, the Z(k) are independent copies of Z and T is a R_+-valued random variable, independent of the Z(k). This distributional equation is extensively studied by various approaches. The existence and unicity of solution of the equation are proved by contraction methods. The fact that the distribution of W is absolutely continuous and that its support is the whole complex plane is shown via Fourier analysis. 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subjects | 05D40 60C05 60J80 Absolute continuity Characteristic function Embedding in continuous time Exponential moments Martingale Mathematics Multitype branching process Probability Smoothing transformation Support |
title | Limit distributions for multitype branching processes of $m$-ary search trees |
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