A two-sided local-limit conjecture for the diffusion approximation of tree profiles

For i=0,1i=0,1, let (δi,mi,si)R×(0,+)×[0,1](\delta_i,m_i,s_i)\in\mathbb{R}\times(0,+\infty)\times[0,1], and let (δin,min,sin)(\delta_i^n,m_i^n,s_i^n) be a sequence in Z3\mathbb{Z}^3 with min>0m_i^n>0. Set

zin:=(δin/n1/2,min/n3/4,sin/n)zi:=(δi,mi,si),i{0,1}.z_i^n:=\left(\delta_i^n/n^{1/2},m_i^n/n^{3/4},s_i^n/n\right)\to z_i:=(\delta_i,m_i,s_i),\qquad i\in\{0,1\}.

Let 0<ϵ<s10<\epsilon<s_1, and let ξ(t)\xi^\star(t) be the process from the diffusion approximation theorem, stopped when mm^\star hits ϵ\epsilon and started at z0z_0 at time 00. Let Pϵn3/4\mathsf{P}_{\geq \epsilon n^{3/4}} denote the discrete process (ξˉn)(\bar{\xi}^n) started at z0nz_0^n and conditioned to equal z1nz_1^n at time t1t_1.

Two-sided local-limit conjecture. The conditioned discrete process converges in distribution in D([0,t1],R3)D([0,t_1],\mathbb{R}^3) to ξ\xi^\star, started at (δ0,m0,s0)(\delta_0,m_0,s_0) and conditioned by ξ(t1)=z1\xi^\star(t_1)=z_1.

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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