| HAL : hal-00189984, version 4 |
| arXiv : 0711.3686 |
| Fiche détaillée | Récupérer au format |
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| Versions disponibles : | v1 (23-11-2007) | v2 (11-12-2007) | v3 (20-10-2008) | v4 (17-11-2010) |
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| Biased random walks on a Galton-Watson tree with leaves |
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| Gérard Ben Arous 1Alexander Fribergh 1 |
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| (22/11/2007) |
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| We consider a biased random walk $X_n$ on a Galton-Watson tree with leaves in the sub-ballistic regime. We prove that there exists an explicit constant $\gamma= \gamma(\beta) \in (0,1)$, depending on the bias $\beta$, such that $X_n$ is of order $n^{\gamma}$. Denoting $\Delta_n$ the hitting time of level $n$, we prove that $\Delta_n/n^{1/\gamma}$ is tight. Moreover we show that $\Delta_n/n^{1/\gamma}$ does not converge in law (at least for large values of $\beta$). We prove that along the sequences $n_{\lambda}(k)=\lfloor \lambda \beta^{\gamma k}\rfloor$, $\Delta_n/n^{1/\gamma}$ converges to certain infinitely divisible laws. Key tools for the proof are the classical Harris decomposition for Galton-Watson trees, a new variant of regeneration times and the careful analysis of triangular arrays of i.i.d.~heavy-tailed random variables. |
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| 1 : | Courant Institute of Mathematical Science (CIMS) |
| New York University | |
| 2 : | Institut für Mathematische Statistik |
| Universitaet Muenster | |
| 3 : | Department of Statistics |
| University of Oxford | |
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| Domaine | : | Mathématiques/Probabilités |
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| Liste des fichiers attachés à ce document : | ||||||||||
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| hal-00189984, version 4 | |
| http://hal.archives-ouvertes.fr/hal-00189984 | |
| oai:hal.archives-ouvertes.fr:hal-00189984 | |
| Contributeur : Alexander Fribergh | |
| Soumis le : Mercredi 17 Novembre 2010, 00:27:33 | |
| Dernière modification le : Mercredi 17 Novembre 2010, 15:47:02 | |