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Two recursive decompositions of brownian bridge related to the asymptotics of random mappings

  • Author(s): Aldous, D
  • Pitman, J
  • et al.

Aldous and Pitman (1994) studied asymptotic distributions as n → ∞, of various functional of a uniform random mapping of the set {1,..., n}, by constructing a mapping-walk and showing these random walks converge weakly to a reflecting Brownian bridge. Two different ways to encode a mapping as a walk lead to two different decompositions of the Brownian bridge, each defined by cutting the path of the bridge at an increasing sequence of recursively defined random times in the zero set of the bridge. The random mapping asymptotics entail some remarkable identities involving the random occupation measures of the bridge fragments defined by these decompositions. We derive various extensions of these identities for Brownian and Bessel bridges, and characterize the distributions of various path fragments involved, using the Lévy-ltô theory of Poisson processes of excursions for a self-similar Markov process whose zero set is the range of a stable subordinator of index α ∈ (0,1).

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