A two-sided local-limit conjecture for the diffusion approximation of tree profiles
A two-sided local-limit conjecture for the diffusion approximation of tree profiles
For , let , and let be a sequence in with . Set
Let , and let be the process from the diffusion approximation theorem, stopped when hits and started at at time . Let denote the discrete process started at and conditioned to equal at time .
Two-sided local-limit conjecture. The conditioned discrete process converges in distribution in to , started at and conditioned by .
This conjecture would provide the missing local-limit statement for the diffusion approximation under conditioning at both boundaries. The supplied status evidence indicates that the corresponding profile limit is known through convergence to Brownian-excursion local time and its stochastic differential equation, so this claim is treated as solved.
Sources & referencesView supporting material
Primary source
Guillaume Chapuy and Jean-François Marckert, “Note on the density of ISE and a related diffusion”, arXiv:2210.10159 (2022).
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