Excursion theory for Brownian motion indexed by the Brownian tree

Céline Abraham, Jean-François Le Gall

Published 2015-09-22Version 1

We develop an excursion theory for Brownian motion indexed by the Brownian tree, which in many respects is analogous to the classical It\^o theory for linear Brownian motion. Each excursion is associated with a connected component of the complement of the zero set of the tree-indexed Brownian motion. Each such connectedcomponent is itself a continuous tree, and we introduce a quantity measuring the length of its boundary. The collection of boundary lengths coincides with the collection of jumps of a continuous-state branching process with branching mechanism $\psi(u)=\sqrt{8/3}\,u^{3/2}$. Furthermore, conditionally on the boundary lengths, the different excursions are independent, and we determine their conditional distribution in terms of an excursion measure $\mathbb{M}_0$ which is the analog of the It\^o measure of Brownian excursions. We provide various descriptions of the excursion measure $\mathbb{M}_0$, and we also determine several explicit distributions, such as the joint distribution of the boundary length and the mass of an excursion under $\mathbb{M}_0$. We use the Brownian snake as a convenient tool for defining and analysing the excursions of our tree-indexed Brownian motion.