The Aldous chain on cladograms in the diffusion limit

IF 2.1 1区 数学 Q1 STATISTICS & PROBABILITY
Wolfgang Lohr, L. Mytnik, A. Winter
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引用次数: 17

Abstract

In [Ald00], Aldous investigates a symmetric Markov chain on cladograms and gives bounds on its mixing and relaxation times. The latter bound was sharpened in [Sch02]. In the present paper we encode cladograms as binary, algebraic measure trees and show that this Markov chain on cladograms with fixed number of leaves converges in distribution as the number of leaves goes to infinity. We give a rigorous construction of the limit, whose existence was conjectured by Aldous and which we therefore refer to as Aldous diffusion, as a solution of a well-posed martingale problem. We show that the Aldous diffusion is a Feller process with continuous paths, and the algebraic measure Brownian CRT is its unique invariant distribution. Furthermore, we consider the vector of the masses of the three subtrees connected to a sampled branch point. In the Brownian CRT, its annealed law is known to be the Dirichlet distribution. Here, we give an explicit expression for the infinitesimal evolution of its quenched law under the Aldous diffusion.
扩散极限分支图上的Aldous链
在[Ald00]中,Aldous研究了分支图上的对称马尔可夫链,并给出了其混合和弛豫时间的界。后一种界限在[Sch02]中得到了强化。在本文中,我们将分支图编码为二元代数测度树,并证明了叶数固定的分支图上的马尔可夫链随着叶数的无穷大而在分布上收敛。我们给出了极限的严格构造,它的存在性是由Aldous猜想的,因此我们称之为Aldous扩散,作为一个适定鞅问题的解。我们证明了Aldous扩散是一个具有连续路径的Feller过程,代数测度Brownian-CRT是其唯一不变分布。此外,我们还考虑了连接到采样分支点的三个子树的质量向量。在布朗CRT中,已知其退火定律为狄利克雷分布。在这里,我们给出了在Aldous扩散下其猝灭定律的无穷小演化的一个显式表达式。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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来源期刊
Annals of Probability
Annals of Probability 数学-统计学与概率论
CiteScore
4.60
自引率
8.70%
发文量
61
审稿时长
6-12 weeks
期刊介绍: The Annals of Probability publishes research papers in modern probability theory, its relations to other areas of mathematics, and its applications in the physical and biological sciences. Emphasis is on importance, interest, and originality – formal novelty and correctness are not sufficient for publication. The Annals will also publish authoritative review papers and surveys of areas in vigorous development.
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