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Random self-similar trees and a hierarchical branching process

Yevgeniy Kovchegov and Ilya Zaliapin

Stochastic Processes and their Applications, 2019, vol. 129, issue 7, 2528-2560

Abstract: We study self-similarity in random binary rooted trees. In a well-understood case of Galton–Watson trees, a distribution on a space of trees is said to be self-similar if it is invariant with respect to the operation of pruning, which cuts the tree leaves. This only happens for the critical Galton–Watson tree (a constant process progeny), which also exhibits other special symmetries. We extend the prune-invariance setup to arbitrary binary trees with edge lengths. In this general case the class of self-similar processes becomes much richer and covers a variety of practically important situations. The main result is construction of the hierarchical branching processes that satisfy various self-similarity definitions (including mean self-similarity and self-similarity in edge-lengths) depending on the process parameters. Taking the limit of averaged stochastic dynamics, as the number of trajectories increases, we obtain a deterministic system of differential equations that describes the process evolution. This system is used to establish a phase transition that separates fading and explosive behavior of the average process progeny. We describe a class of critical Tokunaga processes that happen at the phase transition boundary. They enjoy multiple additional symmetries and include the celebrated critical binary Galton–Watson tree with independent exponential edge length as a special case. Finally, we discuss a duality between trees and continuous functions, and introduce a class of extreme-invariant processes, constructed as the Harris paths of a self-similar hierarchical branching process, whose local minima has the same (linearly scaled) distribution as the original process.

Date: 2019
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DOI: 10.1016/j.spa.2018.07.015

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