Consider N particles, which merge into clusters according to the rule: a cluster of size x and a cluster of size y merge at (stochastic) rate K(x; y)=N , where K is a specified rate kernel. This MarcusLushnikov model of stochastic coalescence, and the underlying deterministic approximation given by the Smoluchowski coagulation equations, have an extensive scientific literature. Some mathematical literature (Kingman's coalescent in population genetics; component sizes in random graphs) implicitly studies the special cases K(x; y) = 1 and K(x; y) = xy. We attempt a wide-ranging survey. General kernels are only now starting to be studied rigorously, so many interesting open problems appear. Keywords. branching process, coalescence, continuum tree, densitydependent Markov process, gelation, random graph, random tree, Smoluchowski coagulation equation Research supported by N.S.F. Grant DMS96-22859 1 Introduction Models, implicitly or explicitly stochastic, of coalescence (= coagulati...

Abstract A random walk on a finite graph can be used to construct a uniformrandom spanning tree. We show how random walk techniques can be applied to the study of several properties of the uniform randomspanning tree: the proportion of leaves, the distribution of degrees, and the diameter.

Let G be a finite graph or an infinite graph on which Z d acts with finite fundamental domain. If G is finite, let T be a random spanning tree chosen uniformly from all spanning trees of G; if G is infinite, methods from [Pem] show that this still makes sense, producing a random essential spanning forest of G. A method for calculating local characteristics (i.e. finite-dimensional marginals) of T from the transfer-impedance matrix is presented. This differs from the classical matrix-tree theorem in that only small pieces of the matrix (n-dimensional minors) are needed to compute small (n-dimensional) marginals. Calculation of the matrix entries relies on the calculation of the Green’s function for G, which is not a local calculation. However, it is shown how the calculation of the Green’s function may be reduced to a finite computation in the case when G is an infinite graph admitting a Z d-action with finite quotient. The same computation also gives the entropy of the law of T. These results are applied to the problem of tiling certain lattices by dominos – the so-called dimer problem. Another application of these results is to prove modified versions of conjectures of Aldous [Al2] on the limiting distribution of degrees of a vertex and on the local structure near a vertex of a uniform random spanning tree in a lattice whose dimension is going to infinity. Included is a generalization of moments to tree-valued random variables and criteria for these generalized moments to determine a distribution.

Abstract not found

Regard an element of the set \Delta := f(x 1 ; x 2 ; : : :) : x 1 x 2 : : : 0; X i x i = 1g as a fragmentation of unit mass into clusters of masses x i . The additive coalescent of Evans and Pitman (1997) is the \Delta-valued Markov process in which pairs of clusters of masses fx i ; x j g merge into a cluster of mass x i +x j at rate x i +x j . They showed that a version (X 1 (t); \Gamma1 ! t ! 1) of this process arises as a n !1 weak limit of the process started at time \Gamma 1 2 log n with n clusters of mass 1=n. We show this standard additive coalescent may be constructed from the continuum random tree of Aldous (1991,1993) by Poisson splitting along the skeleton of the tree. We describe the distribution of X 1 (t) on \Delta at a fixed time t. We show that the size of the cluster containing a given atom, as a process in t, has a simple representation in terms of the stable subordinator of index 1=2. As t ! \Gamma1, we establish a Gaussian limit for (centered and norm...

Two stochastic processes describing the contour of simply generated random trees are studied: the contour process as defined by Gutjahr and Pflug [9] and the traverse process constructed of the node heights during pre-order traversal of the tree. Using multivariate generating functions and singularity analysis the weak convergence of the contour process to Brownian excursion is shown and a new proof of the analogous result for the traverse process is obtained. 1.

In a Galton-Watson branching process with offspring distribution (p 0 ; p 1 ; : : :) started with k individuals, the distribution of the total progeny is identical to the distribution of the first passage time to \Gammak for a random walk started at 0 which takes steps of size j with probability p j+1 for j \Gamma1. The formula for this distribution is a probabilistic expression of the Lagrange inversion formula for the coefficients in the power series expansion of f(z) k in terms of those of g(z) for f(z) defined implicitly by f(z) = zg(f(z)). The Lagrange inversion formula is the analytic counterpart of various enumerations of trees and forests which generalize Cayley's formula kn n\Gammak\Gamma1 for the number of rooted forests labeled by a set of size n whose set of roots is a particular subset of size k. These known results are derived by elementary combinatorial methods without appeal to the Lagrange formula, which is then obtained as a byproduct. This approach unifies an...

Various enumerations of labeled trees and forests, including Cayley's formula n n\Gamma2 for the number of trees labeled by [n], and Cayley's multinomial expansion over trees, are derived from the following coalescent construction of a sequence of random forests (R n ; R n\Gamma1 ; : : : ; R 1 ) such that R k has uniform distribution over the set of all forests of k rooted trees labeled by [n]. Let R n be the trivial forest with n root vertices and no edges. For n k 2, given that R n ; : : : ; R k have been defined so that R k is a rooted forest of k trees, define R k\Gamma1 by addition to R k of a single edge picked uniformly at random from the set of n(k \Gamma 1) edges which when added to R k yield a rooted forest of k \Gamma 1 trees. This coalescent construction is related to a model for a physical process of clustering or coagulation, the additive coalescent in which a system of masses is subject to binary coalescent collisions, with each pair of masses of magnitude...

Abstract. The real trees form a class of metric spaces that extends the class of trees with edge lengths by allowing behavior such as infinite total edge length and vertices with infinite branching degree. Aldous’s Brownian continuum random tree, the random tree-like object naturally associated with a standard Brownian excursion, may be thought of as a random compact real tree. The continuum random tree is a scaling limit as N → ∞ of both a critical Galton-Watson tree conditioned to have total population size N as well as a uniform random rooted combinatorial tree with N vertices. The Aldous–Broder algorithm is a Markov chain on the space of rooted combinatorial trees with N vertices that has the uniform tree as its stationary distribution. We construct and study a Markov process on the space of all rooted compact real trees that has the continuum random tree as its stationary distribution and arises as the scaling limit as N → ∞ of the Aldous–Broder chain. A key technical ingredient in this work is the use of a pointed Gromov–

0.1 Discrete trees................................ 5 0.2 Galton-Watson trees............................ 7 0.3 The continuous height process....................... 9 0.4 From discrete to continuous trees..................... 12