Spectral asymptotics for stable trees

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Author(s): David Croydonand Ben Hambly

Article Title: Spectral asymptotics for stable trees

Year of publication: 2010

Link to published article:

http://www.math.washington.edu/~ejpecp/viewarticle.php?id=2137&lay

out=abstract

El e c t ro n ic

Jo ur

n a l o

f P

r o

b a b i_{l i t y}

Vol. 15 (2010), Paper no. 57, pages 1772–1801.

Journal URL

http://www.math.washington.edu/~ejpecp/

Spectral asymptotics for stable trees

David Croydon

Ben Hambly

Abstract

We calculate the mean and almost-sure leading order behaviour of the high frequency asymp-totics of the eigenvalue counting function associated with the natural Dirichlet form onα-stable trees, which lead in turn to short-time heat kernel asymptotics for these random structures. In particular, the conclusions we obtain demonstrate that the spectral dimension of anα-stable tree is almost-surely equal to 2α/(2α−1), matching that of certain related discrete models. We also show that the exponent for the second term in the asymptotic expansion of the eigenvalue count-ing function is no greater than 1/(2α−1). To prove our results, we adapt a self-similar fractal argument previously applied to the continuum random tree, replacing the decomposition of the continuum tree at the branch point of three suitably chosen vertices with a recently developed spinal decomposition forα-stable trees .

Key words:stable tree; self-similar decomposition; spectral asymptotics; heat kernel. AMS 2000 Subject Classification:Primary 35P20; 28A80; 58G25; 60J35; 60J80. Submitted to EJP on April 15, 2010, final version accepted October 4, 2010.

1

Introduction

This work contains a study of the spectral properties of the class of random real trees known asα

-stable trees,α∈(1, 2]. Such objects are natural: arising as the scaling limits of conditioned

Galton-Watson trees [1], [6]; admitting constructions in terms of Levy processes [7] and fragmentation

processes [12]; as well as having connections to continuous state branching process models[7].

In recent years, a number of geometric properties of α-stable trees have been studied, such as

the Hausdorff dimension and measure function [8], [9], [12], degree of branch points [8] and

decompositions into subtrees [13], [22], [23]. Here, our goal is to enhance this understanding

ofα-stable trees by establishing various analytical properties for them, including determining their

spectral dimension, with the results we obtain extending those known to hold for the continuum

random tree[4], which corresponds to the caseα=2.

To allow us to state our main results, we will start by introducing some notation (precise definitions

are postponed until Section 2). First, fix α ∈ (1, 2] and let T = (T,d_T) represent the α-stable

tree_T equipped with its natural metric d_T. For P-a.e. realisation of _T, it is possible to define a

canonical non-atomic Borel probability measure,µsay, whose support is equal to_T, wherePis the

probability measure on the probability space upon which all the random variables of the discussion

are defined. As with other measured real trees, by applying results of[18], one can check that it is

P-a.s. possible to construct an associated Dirichlet form(_E,_F)on L2(T,µ)as an electrical energy

when we consider(T,d_T) to be a resistance network. In particular,(E,F) is characterised by the

following identity: for everyx,y_{∈ T},

d_T(x,y)−1=inf{E(f,f): f ∈ F, f(x) =0, f(y) =1}. (1)

Our focus will be on the asymptotic growth of the eigenvalues of the triple (_E,_F,µ), which are

defined to be the numbersλwhich satisfy

E(f,g) =λ

Z

T

f g dµ, _∀g∈ F,

for some non-trivial eigenfunction f ∈ F. The corresponding eigenvalue counting function, N, is

obtained by setting

N(λ):=#_{eigenvalues of(_E,_F,µ)_≤λ_}. (2)

Our conclusions for this function are presented in the following theorem, which describes the large

λ mean and P-a.s. behaviour of N. In the statement of the result, the notation E represents the

expectation under the probability measureP. Note that the first order result for α=2 was

estab-lished previously as[4], Theorem 2, and our proof is an adaptation of the argument followed there.

In particular, in[4]the recursive self-similarity of the continuum random tree described in[2]was

used to enable renewal and branching process techniques to be applied to deduce the results of

interest. In this article, we proceed similarly by drawing recursive self-similarity forα-stable trees

from a spinal decomposition proved in[13].

Theorem 1.1. For eachα ∈(1, 2]and " >0, there exists a deterministic constant C ∈(0,_∞) such that the following statements hold.

(a) Asλ→ ∞,

EN(λ) =Cλ2αα−1 +O

λ2α1−1+"

(b)P-a.s., asλ→ ∞,

N(λ)∼Cλ2αα−1.

Moreover, inP-probability, the second order estimate of part (a) also holds.

Remark 1.2. In the special case whenα=2, the estimate of the second order term can be improved to O(1) in part (a) of the above theorem. A similar comment also applies to Corollaries 1.3(a) and 1.4 below.

For a bounded domainΩ⊆Rn, Weyl’s Theorem establishes for the Dirichlet or Neumann Laplacian

eigenvalue counting function the limit

lim

λ→∞

N(λ)

λn/2 =cn|Ω|n,

where_|Ω_|n is then-dimensional Lebesgue measure ofΩandcn is a dimension dependent constant.

As a result, in the literature on fractal sets, the limit, when it exists,

d_S =2 lim

λ→∞

lnN(λ)

lnλ

is frequently referred to as the spectral dimension of a (Laplacian on a) set. In our setting, the

previous theorem allows us to immediately read off that an α-stable tree has d_S = 2α/(2α−1),

P-a.s., where the Laplacian considered here is that associated with the Dirichlet form(_E,_F)in the

standard way. As the Hausdorff dimension with respect tod_T of anα-stable tree_T isdH=α/(α−1)

(see[8],[12]), it follows thatd_S=2d_H/(d_H+1). This relationship between the analytically defined

d_S and geometrically defined d_H has been established for p.c.f. self-similar sets and some other

finitely ramified random fractals when the Hausdorff dimension is measured with respect to an

intrinsic resistance metric (which is identical to d_T in the α-stable tree case), see [14], [19] for

example. Furthermore, it is worth remarking that 2α/(2α₋1)is also the spectral dimension of the

random walk on a Galton-Watson tree whose offspring distribution lies in the domain of attraction

of a stable law with index α, conditioned to survive [5]. This final observation could well have

been expected given the convergence result proved in[3]that links the random walks on a related

family of Galton-Watson trees conditioned to be large and the Markov processX corresponding to

(E,_F,µ), which can be interpreted as the Brownian motion on theα-stable tree.

Of course we have shown much more than just the existence of the spectral dimension, as we have

demonstrated the mean and P-a.s. existence of the Weyl limit (which does not exist for exactly

self-similar fractals with a high degree of symmetry [19]). In fact, for a compact manifold with

smooth boundary (under a certain geometric condition), it was proved in[15]that the asymptotic

expansion of the eigenvalue counting function of the Neumann Laplacian is given by

N(λ) =cn|Ω|λn/2+

1

4cn−1|∂Ω|n−1λ

(n−1)/2_+o(λ(n−1)/2_).

is equal to 1/(2α₋1), we anticipate that the randomness in the structure leads to fluctuations of this higher order.

As in [4], it is straightforward to transfer our conclusions regarding the leading order spectral

asymptotics ofα-stable trees to a result about the heat kernel(p_t(x,y))_x,y∈T for the Laplacian

asso-ciated with(_E,_F,µ). In particular, a simple application of an Abelian theorem yields the following

asymptotics for the trace of the heat semigroup.

Corollary 1.3. If α ∈(1, 2], " >0, C is the constant of Theorem 1.1 andΓ is the standard gamma function, then the following statements hold.

(a) As t→0,

E Z

T

p_t(x,x)µ(d x) =CΓ3₂α_α−1

−1

t−2αα−1+O

t−2α1−1+"

.

(b)P-a.s., as t→0,

Z

T

pt(x,x)µ(d x)∼CΓ

3α−1 2α−1

t−2αα−1.

Finally, α-stable trees are known to satisfy the same root invariance property as the continuum

random tree. More specifically, if we select aµ-random vertexσ∈ T, then the treeT rooted atσ

has the same distribution as the tree_T rooted at its original root,ρsay (see[8], Proposition 4.8).

This allows us to transfer part (a) of the previous result to a limit for the annealed on-diagonal heat kernel atρ(cf. [4], Corollary 4).

Corollary 1.4. If α ∈(1, 2], " >0, C is the constant of Theorem 1.1 andΓ is the standard gamma function, then, as t_{→ ∞},

Ept(ρ,ρ) =CΓ

3α−1 2α−1

t−2αα−1+_O

t−2α1−1+"

.

The rest of the article is organised as follows. In Section 2 we describe some simple properties of

Dirichlet forms on compact real trees, and also introduce a spinal decomposition forα-stable trees

that will be applied recursively. In Section 3 we prove the mean spectral result stated in this section,

via a direct renewal theorem proof. By making the changes to[4]that were briefly described above,

we then proceed to establishing the almost-sure first order eigenvalue asymptotics in Section 4 using a branching process argument. Finally, in Section 5, we further investigate the second order

behaviour of the functionN(λ)asλ_{→ ∞}.

2

Dirichlet forms and recursive spinal decomposition

Before describing the particular properties ofα-stable trees that will be of interest to us, we present

a brief introduction to Dirichlet forms on more general tree-like metric spaces. To this end, for the

time being we suppose that_T = (_T,d_T)is a deterministic compact real tree (see[21], Definition

1.1) andµis a non-atomic finite Borel measure on_T of full support. These assumptions easily allow

us to check the conditions of[18], Theorem 5.4, to deduce that there exists a unique local regular

the triple(_E,_F,µ), we define the corresponding eigenvalue counting function N as at (2). Now,

one of the defining features of a Dirichlet form is that, equipped with the norm_{k · kE,µ} defined by

kfkE,µ:=

‚

E(f,f) +

Z

T

f2dµ

Œ1/2

, _∀f ∈ F, (3)

the collection of functions_F is a Hilbert space, and moreover, the characterisation of(_E,_F)at (1)

implies that the natural embedding from (_F,_{k · kE,µ}) into L2(T,µ)is compact (see [17], Lemma

8.6, for example). By standard theory for self-adjoint operators, it follows that N(λ) is zero for

λ <0 and finite for λ _≥ 0 (see [19], Theorem B.1.13, for example). Furthermore, by applying results of[19], Section 2.3, one can deduce that 1_{∈ F}, and_E(f,f) =0 if and only if f is constant

on_T. ThusN(0) =1. When we incorporate this fact into our argument in the next section it will

be convenient to have notation for the shifted eigenvalue counting function ˜N :R →R₊ defined

by setting ˜N(λ) =N(λ)−1, which clearly satisfies ˜N(λ) =#_{eigenvalues of(_E,_F,µ)_∈(0,λ]_}for λ >0.

Later, it will also be useful to consider the Dirichlet eigenvalues of (E,F,µ) when the

bound-ary of _T is assumed to consist of two distinguished vertices ρ,σ _{∈ T}, ρ ₆= σ. To define these

eigenvalues precisely, we first introduce the form (_ED_,FD_{) by setting E}D _{:= E |}

FD_×FD, where

FD _:=

f ∈ F: f(ρ) =0= f(σ) . Since µ({ρ,σ}) = 0, [10], Theorem 4.4.3, implies that

(ED,_FD) is a regular Dirichlet form on L2(T,µ). Furthermore, as it is the restriction of (_E,_F),

we can apply[20], Corollary 4.7, to deduce that

ND(λ)≤N(λ)≤ND(λ) +2, (4)

where ND is the eigenvalue counting function for(_ED,_FD,µ), and also, since _E(f,f) =0 if and

only if f is a constant on_T, ND(0) = 0. The eigenvalues of the triple (_ED,_FD,µ) will also be

called the Dirichlet eigenvalues of (E,F,µ)and ND the Dirichlet eigenvalue counting function of

(E,_F,µ).

To conclude this general discussion of Dirichlet forms on compact real trees, we prove a lemma

that provides a lower bound for the first non-zero eigenvalue of(_E,_F,µ) and first eigenvalue of

(ED_,FD_{,µ), which will be repeatedly applied in the subsequent section. In the statement of the}

result, diam_d

T(T):=supx,y∈T dT(x,y)is the diameter of the real tree(T,dT).

Lemma 2.1. In the above setting, ND(λ) =N˜(λ) =0whenever

0_≤λ < 1

diam_d

T(T)µ(T)

.

Proof. As in the proof of[4], Lemma 20, observe that if f ∈ FD_{is an eigenfunction of(E}D_,FD_,µ)

with eigenvalueλ >0, then (1) implies that, forx ∈ T,

f(x)2= (f(x)−f(ρ))2≤ E(f,f)d_T(ρ,x)≤λdiam_d

T(T)

Z

T

f2dµ.

Similarly, if f ∈ F is an eigenfunction of(_E,_F,µ)with eigenvalueλ >0, then, for x,y∈ T,

(f(x)−f(y))2≤λdiamd_T(T)

Z

T

f2dµ.

Since by the definition of an eigenfunctionR

T f dµ=λ

−1_{E(f, 1) =0, integrating out both x and y}

with respect toµyieldsλ_≥2/(diam_d

T(T)µ(T)), which is actually a slightly stronger result for the

Neumann case than stated.

We now turn to α-stable trees. To fix notation, as in the introduction we will henceforth assume

that _T = (_T,d_T) is an α-stable tree,α _∈(1, 2], µ is the canonical Borel probability measure on

T and all the random variables we consider are defined on a probability space with probability

measureP. Sinceα-stable trees have been reasonably widely studied, we do not feel it essential to

provide an explicit construction of such objects, examples of which can be found in [7]and[12].

Instead, we simply observe that the results of[7]imply that (_T,µ) satisfies all the properties for

measured compact real trees that were assumed at the start of this section, and therefore the above discussion applies to the Dirichlet forms(_E,_F),(_ED,_FD), and eigenvalue counting functionsN, ˜N,

ND, associated with theα-stable tree_T,P-a.s.

Fundamental to our proof of Theorem 1.1 in the caseα_∈(1, 2)is the fine spinal decomposition of_T

that was developed in[13], and which we now describe. First, suppose that there is a distinguished

vertexρ_{∈ T}, which we call the root, and choose a second vertexσ_{∈ T} randomly according toµ.

Note that, sinceµis non-atomic,ρ₆=σ,P-a.s. Secondly, let(_To

i )i∈N be the connected components

ofT \[[ρ,σ]], where[[ρ,σ]]is the minimal arc connectingρtoσinT. We assume that(To

i )i∈N

have been ordered so that the masses∆_i := µ(_Tio), whichP-a.s. take values in(0, 1) and sum to

1, are non-increasing in i. P-a.s. for each i, the closure of_Tio in _T contains precisely one point

more thanTo

i , ρi say, and we can therefore write it asTi =Tio∪ {ρi}. We define a metricdTi and

probability measureµ_i on_Ti by setting

d_Ti := ∆

1−α α

i dT|Ti×Ti, µi(·):=

µ(· ∩ Ti)

∆i

. (5)

Furthermore, letσ_ibeµ_i-random vertices of_Ti, chosen independently for eachi. The usefulness of

this decomposition of_T into the subsets(_Ti)_i∈N is contained in the subsequent proposition, which

is a simple modification of parts of[13], Corollary 10, and is stated without proof.

Proposition 2.2. For everyα∈(1, 2),¦((Ti,dTi),µi,ρi,σi)

©

i∈Nis an independent collection of copies

of((T,d_T),µ,ρ,σ), and moreover, the entire family is independent of(∆_i)_i∈N, which has a Poisson-Dirichlet(α−1, 1₋α−1)distribution.

Similarly to the argument of [4], we will apply this result recursively, and will label the objects

generated by this procedure using the address space of sequences that we now introduce. Forn≥0,

let

Σn:=Nn, Σ∗:=

[

m≥0

Σm,

Continuing with our inductive procedure, given ((_Ti,d_Ti),µ_i,ρ_i,σ_i) for some i ∈ Σ∗, we define

n

((Ti j,dTi j),µi j,ρi j,σi j)

o

j∈N

and(∆_{i j})_j∈Nfrom((Ti,dTi),µi,ρi,σi)using exactly the same method

as that by which_T was decomposed above. Thus, if theσ-algebra generated by the random

vari-ables(∆_i)_1≤|i|≤n is denoted by_Fn for eachn∈N, by iteratively applying Proposition 2.2 it is easy

to deduce the following result.

Corollary 2.3. Letα∈(1, 2). For each n∈N,

¦

((Ti,dTi),µi,ρi,σi)

©

i∈Σnis an independent collection

of copies of((T,d_T),µ,ρ,σ), independent ofFn.

For i ∈Σ∗\{;}, we will write(Ei,Fi), (EiD,FiD), Ni, ˜Ni, NiD to represent the Dirichlet forms and

eigenvalue counting functions corresponding to((Ti,dTi),µi,ρi,σi). and set

D_i:= ∆_i|1∆_i|2. . .∆_i|

|i|,

which is actually the mass of _Ti with respect to the original measure µ. By convention, we set

D_;:=1, and when other objects are indexed by;, we are referring to the relevant quantities defined

from the originalα-stable tree.

Finally, when discussing the Brownian case (α = 2), we will instead consider the decomposition

of the real tree _T described in[4]. The first step of this decomposition involves choosing twoµ

-random verticesσ₁andσ₂, and then splitting the tree_T at the unique branch point of these and the

rootρ. Taking the closure of the resulting three connected components and rescaling as at (5) yields

three independent copies of the original tree. Moreover, these three real trees are independent of the mass factors, (∆_i)3_i=1 say, which have a Dirichlet(1

2, 1 2,

1

2) distribution. By repeating this step, one

can define a whole collection of trees and related objects indexed by the space of finite sequences

of_{1, 2, 3_}. Since the procedure for doing this is extremely similar to that of theα _∈ (1, 2) case

outlined above, we leave the reader to refer to[4]for further details.

3

Mean spectral asymptotics

To prove the mean spectral asymptotics forα-stable trees given in Theorem 1.1(a), we will appeal

to a renewal theorem argument. In doing this, we depend on a series of inequalities that allow

the Neumann and Dirichlet eigenvalue counting functions of(E,F,µ)to be usefully compared with

those associated with Dirichlet forms on subsets of_T. In particular, the collection of subsets that we

consider will be those arising from the fine spinal decomposition of_T described in Section 2, namely

(Ti)i∈N, and the first main result of this section is the following, where until the final paragraph of

this section we supposeα_∈(1, 2)and defineγ:=α/(2α₋1).

Proposition 3.1. P-a.s., we have, for everyλ≥0,

X

i∈N

N_iD(λ∆1_i/γ)_≤ND(λ)_≤N(λ)_≤1+X

i∈N

˜

N_i(λ∆1_i/γ),

with the upper bound being finite.

To derive this result, we will proceed via a sequence of lemmas. The first of these provides an

appears as Lemma 3.3. We write (_E[[ρ,σ]],_F[[ρ,σ]]) to represent the local regular Dirichlet form on the compact real tree([[ρ,σ]],d_T|[[ρ,σ]]×[[ρ,σ]])equipped with the one-dimensional Hausdorff

measure that is constructed using[18], Theorem 5.4 and which therefore satisfies the variational

equality analogous to (1). Note that in what follows we apply the convention that if a form E is

defined for functions on a setAand f is a function defined onB⊇A, then we writeE(f,f)to mean

E(f|A,f|A).

Lemma 3.2. P-a.s., we can write

E(f,f) =E[[ρ,σ]](f,f) +

X

i∈N

∆1−αα

i Ei(f,f), ∀f ∈ F, (6)

F =¦f ∈L2(T,µ): f|[[ρ,σ]]∈ F[[ρ,σ]], and also, for every i∈N, f|Ti ∈ Fi

©

. (7)

Proof. Let(_E0,_F0) be defined by setting _E0(f,f) to be equal to the expression on the right-hand

side of (6) for any f ∈ F0, where_F0is defined to be equal to the right-hand side of (7). By results

of[19], Section 2.3, to show that(E,F)and(E0,F0)are equal and establish the lemma, it will be enough to check that (1) still holds when we replace(_E,_F)by(_E0,_F0).

Suppose x_{∈ Ti}o, y _{∈ Tj}o, for somei₆= j, then the infimum of interest can be rewritten as

inf_{E0(f,f): f ∈ F0, f(x) =0, f(y) =1_}

= inf

a,b∈R

inf_{E0(f,f): f ∈ F0,f(x) =0,f(ρi) =a,f(ρj) =b,f(y) =1}.

Now, observe that iff is in the collection of functions over which this double-infimum is taken, then

so isg, where gis equal to f on[[ρ,σ]]∪ Ti∪ Tj and equal to f(ρk)onTkfork6=i,j. Moreover,

gsatisfies

E0(g,g) = ∆

1−α α

i Ei(f,f) +E[[ρ,σ]](f,f) + ∆ 1−α

α

j Ej(f,f)≤ E0(f,f),

and so we can neglect functions that are not constant on each_Tk,k6=i,j. In particular, we need to

compute

inf

a,b∈R

inf_{∆

1−α α

i Ei(f,f) +E[[ρ,σ]](f,f) + ∆ 1−α

α

j Ej(f,f)},

where the second infimum is taken over functions in_F0 that satisfy f(x) =0,f(ρi) =a,f(ρj) =

b,f(y) =1 and are constant on each_Tk, k 6=i,j. Since the forms_Ei, _E[[ρ,σ]] and_Ej are zero on constant functions, we can apply their characterisation in terms of distance to obtain that this is equal to

inf

a,b∈R

¨

a2 d_T(x,ρ_i)+

(b−a)2 d_T(ρ_i,ρ_j)+

(1−b)2 d_T(ρ_j,y)

«

,

and, from this, a simple quadratic optimisation using the additivity of the metric d_T along paths

yields the desired result in this case. The argument is similar for other choices of x,y ∈ T.

Lemma 3.3. P-a.s., we have, for everyλ≥0,

ND(λ)_≥X

i∈N

N_iD(λ∆1_i/γ).

Proof. First, define a quadratic form(_E(0),_F(0))by setting_E(0):=_{E |F}(0)_×F(0), where

F(0):=

f ∈ F :f(x) =0,_∀x ∈[[ρ,σ]]_{∪ ∪i∈N{}σ_i} .

Sinceµ([[ρ,σ]]_{∪ ∪i∈N{}σ_i}

) = 0, it is possible to check that (_E(0),_F(0)) is a regular Dirichlet

form on L2(T,µ) by applying[10], Theorem 4.4.3. Moreover, since we have that F(0)⊆ FD_and

E(0) = ED|F(0)_×F(0), we can again apply[20], Theorem 4.5, to deduce that N(0)(λ) ≤ ND(λ) for

every λ_≥ 0, where N(0) is the eigenvalue counting function for(_E(0),_F(0),µ). Consequently, to

complete the proof of the lemma, it will suffice to show thatP-a.s. we have, for everyλ_≥0,

N(0)(λ)≥X

i∈N

N_iD(λ∆1_i/γ). (8)

To demonstrate that this is indeed the case, first fix i ∈ N and suppose f is an eigenfunction of

(EiD,F D

i ,µi)with eigenvalueλ∆

1/γ

i . If we set

g(x):= ¨

f(x), forx _{∈ Ti},

0 otherwise,

then we can apply Lemma 3.2 to deduce that, forh∈ F(0),

E(0)(g,h) = ∆

1−α α

i E D

i (f,h) =λ∆i

Z

Ti

f hdµ_i=λ

Z

T

ghdµ.

Thus gis an eigenfunction of(_E(0),_F(0),µ)with eigenvalueλ, and (8) follows.

We now prove the upper bound for N(λ). In establishing the corresponding estimates in[4], [14]

and[20], extensions of the Dirichlet form of interest for which the eigenvalue counting function

could easily be controlled were constructed, and we will follow a similar approach here. However, since the collection of sets(_Ti)_i∈Nis infinite, compactness issues prevent us from directly imitating

this procedure to define a single suitable Dirichlet form extension of(E,F). Instead we will consider

a sequence of Dirichlet form extensions, each built as a sum of Dirichlet forms on the sets in a finite

decomposition of_T.

Lemma 3.4. P-a.s., we have, for everyλ≥0,

˜

N(λ)_≤X

i∈N

˜

N_i(λ∆1_i/γ),

Proof. We start by describing our sequence of Dirichlet form extensions of(_E,_F). Fixk ∈N, and

set_Sk:=_{T \ ∪}k

i=1Tio, which is a compact real tree when equipped with the restriction ofdT toSk.

Again appealing to[18], Theorem 5.4, let(ESk,FSk)be the associated local regular Dirichlet form

on L2(Sk,µ(· ∩ Sk)). Now, define a pair(E(k),F(k))by settingF(k)equal to

¨

f _∈L2(_T,µ): for everyi∈ {1, . . . ,k}, f = fi onT

o i

for some f_i∈ Fi, and also f|Sk ∈ FSk

«

,

and

E(k)(f,g):=_ES

k(f,g) +

k

X

i=1

∆1−αα

i Ei(fi,gi), ∀f,g∈ F(k).

SinceFi is dense inL2(Ti,µ(·∩Ti))andFSk is dense in L

2₍

Sk,µ(·∩Sk)), we clearly have thatF(k)

is dense in L2(T,µ). Furthermore, applying the corresponding properties for the Dirichlet forms

in the sum, it is easy to check that(E(k)_,F(k)_{)is a non-negative symmetric bilinear form satisfying}

the Markov property, by which we mean that if f ∈ F(k)and f := (0_∨f)∧1, then f ∈ F(k)and

E(k)_{(f,f)≤ E}(k)_{(f,f). Hence to prove that(E}(k)_,F(k)_{)is a Dirichlet form on L}2₍

T,µ)it remains to demonstrate that(F(k)_{,k · k}

E(k),µ)is a Hilbert space, wherek · kE(k),µ is the defined as at (3). Given

that the number of terms in the above sum is finite, this is elementary, and so(_E(k)_,F(k)_{)is indeed}

a Dirichlet form on L2(T,µ). Moreover, by a simple adaptation of the proof of [20], Proposition

6.2(3), it can also be shown that the identity map from(_F(k),_{k · kE}(k)_,µ)toL2(T,µ)is compact, and

so the eigenvalue counting function for(_E(k)_,F(k)_,µ),N(k)_{say, is finite everywhere on the real line.}

In order to demonstrate that(_E(k)_,F(k)_{)is an extension of(E,F), we first observe that, by following}

an identical line of reasoning to that applied in the proof of Lemma 3.2, it is possible to prove that the Dirichlet form(_E,_F)satisfies

E(f,g):=_ES

k(f,g) +

k

X

i=1

∆1−αα

i Ei(f,g), ∀f,g∈ F,

F =¦f ∈L2(T,µ): for everyi∈ {1, . . . ,k}, f|Ti ∈ Fi, and also f|Sk ∈ FSk

© .

From this characterisation of(_E,_F), it is immediate that_{F ⊆ F}(k)and_E =_E(k)_{|F ×F}, as desired. Consequently a further application of[20], Theorem 4.5, yields that ˜N(λ)≤N˜(k)(λ):=N(k)(λ)−1,

and we complete our proof by establishing suitable upper bounds for ˜N(k).

Let f 6≡0 be an eigenfunction of (E(k)_,F(k)_{)with eigenvalueλ >0. If i∈ {1, . . . ,k}and g∈ F} i,

then define a functionh∈ F(k)by setting

h(x):= ¨

g(x), ifx _{∈ Ti}o,

0, otherwise.

By the definition of_E(k)_{and this construction, we have that}

Ei(f,g) = ∆

α−1 α

i E(

k)_{(f,h) =λ∆}α−1α

i

Z

T

f hdµ=λ∆1_i/γ

Z

Ti

Thus if f is not identically zero on _Ti, then it must be the case that λ∆1_i/γ is an eigenvalue of

(Ei,Fi,µi). Similarly, if g∈ FSk,his defined by

h(x):= ¨

g(x), ifx ∈ Sk,

0, otherwise,

and f is not identically zero on_Sk, then λ is an eigenvalue of(_ES

k,FSk,µ(· ∩ Sk)). Combining

these facts, it follows that, forλ_≥0,

˜

N(k)(λ)≤_N˜_S

k(λ) +

k

X

i=1

˜

N_i(λ∆1_i/γ), (9)

where ˜N_S

k is the (strictly positive) eigenvalue counting function for(ESk,FSk,µ(· ∩ Sk)).

Now note that, by Lemma 2.1, the first term in (9) is zero whenever λ is strictly less than

1/diam_d

T(Sk)µ(Sk). Thus we can conclude that, for eachk∈N,

˜

N(λ)_≤

k

X

i=1

˜

N_i(λ∆1_i/γ), _∀λ < 1

diam_d

T(T)(1−∆1− · · · −∆k)

.

Since diam_d

T(T)< ∞ and∆1+· · ·+ ∆k → 1 ask → ∞, P-a.s., the upper bound of the lemma

follows.

It still remains to show theP-a.s. finiteness ofP_i∈

NN˜i(λ∆

1/γ

i ). To show this is the case, we again

apply Lemma 2.1 to obtain that theith term is zero whenever

λ <∆−1/γ

i

diam_d

Ti(Ti)µi(Ti)

−1

= €

∆idiamd_T(Ti)

Š−1 .

The result is readily obtained from this on noting that (∆_idiam_d

T(Ti))

−1 _{is bounded below by}

(∆idiamd_T(T))−1 → ∞ as i → ∞ and so only a finite number of terms (each of which is finite)

in the sum are non-zero,P-a.s.

Given the eigenvalue counting function comparison result of Proposition 3.1, which follows from (4), Lemma 3.3 and Lemma 3.4, we now turn to our renewal theorem argument to derive mean spectral asymptotics forα-stable trees. Similarly to[4], define the functions(η_i)_i∈Σ

∗ by, for t∈R,

ηi(t):=NiD(e t₎

−X

j∈N

N_{i j}D(et∆1_{i j}/γ),

and letη := η_;. By Proposition 3.1, η_i(t) is non-negative and finite for every t _∈R, P-a.s., and

the dominated convergence theorem implies thatη_i has cadlag paths, P-a.s. It will also be useful

to note that Corollary 2.3 implies η_i is independent of(∆_j)_|j|≤|i|. If we set X_i(t) := N_iD(et), and

X :=X_;, then it is immediate that the following evolution equation holds:

X(t) =η(t) +X

i∈N

X_i(t+γ−1ln∆_i). (10)

We introduce associated discounted mean processes

define a measure ν by ν([0,t]) = P_i∈NP(∆_{i ≥} e−γt), and let ν_γ be the measure that satisfies ν_γ(d t) =e−γtν(d t). The properties we require ofm,uandν_γare collected in the following lemma.

In the proof of this result, which is an adaptation of[4], Lemma 20, it will be convenient to define,

forx ≥0,

ψ(x):=X

i∈N

E(∆x_i). (11)

By[25], equation (6), this quantity is infinite forx ≤α−1, and otherwise satisfies

ψ(x) = α−1

αx−1. (12)

Moreover, we set

β:= α−1

2α−1≡γ−

1

2α−1. (13)

Lemma 3.5. (a) The function m is bounded.

(b) The function u is in L1(R)and, for any" >0, u(t) =O(e−(β−")t)as t→ ∞.

(c) The measureν_γ is a Borel probability measure on[0,_∞), and the integralR₀∞tν_γ(d t)is finite.

Proof. First observe that by iterating (10) we obtain for eachk∈Nthat

X(t) = X

|i|<k

ηi(t+γ−1lnDi) +

X

i∈Σk

X_i(t+γ−1lnD_i).

Thus establishing theP-a.s. limit

lim

k→∞

X

i∈Σk

Xi(t+γ−1lnDi) =0, ∀t ∈R, (14)

will also confirm that we canP-a.s. write

X(t) =X

i∈Σ∗

ηi(t+γ−1lnDi), ∀t ∈R. (15)

To prove that (14) does indeed hold, we first note that, sinceX_i(t+γ−1lnD_i) =N_iD(etD_i1/γ) =0 for

etD1_i/γ<diam_d

Ti(Ti)

−1_{, the sum appearing in (14) is zero if}

sup

i∈ΣkD

1/γ

i diamd_Ti(Ti)<e−t.

Hence, to prove (14), it will be enough to show that this supremum convergesP-a.s. to zero as

k→ ∞. To establish that this is the case, we will apply the following bound: for",θ >0,

∞

X

k=0

P ‚

sup

i∈ΣkD

1/γ

i diamd_T

i(Ti)≥"

Œ

≤

∞

X

k=0

P 

 

X

i∈Σk

Dθ/γ_i diam_d

Ti(Ti)

θ _≥"θ



 

≤ "−θE€diam_d

T(T)

θŠX∞

k=0

X

i∈Σk

EDθ/γ_i

= "−θ_E€

diam_d

T(T)

θŠX∞

k=0

where we have made use of the recursive decomposition result of Corollary 2.3. Exploiting the

fragmentation process description of α-stable trees proved in [22], it is possible to apply [11],

Proposition 14, to check that the expectationE(diam_d

T(T)

θ_{)is finite for anyθ >0. Furthermore,}

by (12), we have that ψ(θγ−1) < 1 for θ > γ. Thus, by choosing θ > γ, we obtain that the

expression at (16) is finite, and therefore the Borel-Cantelli lemma can be applied to complete the proof that (14) and (15) hold.

From the characterisation ofX at (15) and the definition ofη_i we see that

m(t) =e−γtX

i∈Σ∗

E 

 N

D i (e

t_D1/γ

i )−

X

j∈N

N_{i j}D(etD1_{i j}/γ)



 .

Since

ηi(t+γ−1lnDi) = NiD(e t_D1/γ

i )−

X

j∈N

N_{i j}D(etD_{i j}1/γ)

≤ 1

{D1_i/γdiamd_T i(Ti)≥e

−t_}+

X

j∈N

˜

Ni j(etD

1/γ

i j )−N D i j(e

t_D1/γ

i j )

,

≤ 1

{D1_i/γdiamd_T i(Ti)≥e

−t_}+

X

j∈N

1

{D1_{i j}/γdiamd_T i j(Ti j)≥e

−t_}, (17)

where we have applied (4), Lemma 2.1 and Proposition 3.1, it follows that

m(t) ≤ 2e−γtX

i∈Σ∗

PD1_i/γdiam_d

Ti(Ti)≥e −t

= 2e−γtE€#¦i_∈Σ_∗:₋γ−1lnD_i≤t+ln diam_d˜

T(T˜)

©Š ,

where(T˜,d_T˜)is an independent copy of(T,d_T). Similarly to the corresponding argument in[4],

by considering the Crump-Mode-Jagers branching process with particlesi_∈Σ_∗, where i_∈Σ_∗ has

offspringi j at time₋ln∆_{i j} after its birth, j∈N, it is possible to show thatE(#{i∈Σ_∗: −lnDi ≤

t})≤C et for everyt ∈R, whereC is a finite constant. Hencem(t)≤2CE

€

diam_d

T(T)

γŠ

for every

t_∈R. As already noted, the moments of the diameter of anα-stable tree are finite and so this bound

establishes thatmis bounded.

For part (b), first observe that

u(t) =e−γtEη(t)≤e−γtX

i∈Σ∗

Eη_i(t+γ−1lnDi) =m(t),

and so u is bounded. Thus, since η is P-a.s. cadlag, then u is also measurable. Furthermore,

multiplying (17) bye−γt and taking expectations yields, for anyθ >0,

u(t) ≤ e−γt P€diam_d

T(T)≥e −tŠ

+X

i∈N

P∆1_i/γdiam_d

Ti(Ti)≥e −t

!

≤ e(θ−γ)tE€diam_d

T(T)

θŠ

1+X

i∈N

E

∆θ/γ_i

!

where the second inequality is a simple application of Chebyshev’s inequality and C_θ := E(diam_d

T(T)

θ_)(1+ψ(θγ−1_{)). As all the positive moments of diam}

d_T(T)are finite and ψ(θγ−1)

is finite for θ > γα−1, C_θ is a finite constant for any θ > (2α−1)−1. In particular, choosing θ = (2α₋1)−1+", we obtainu(t) =O(e−(β−")t)as t→ ∞, which is the second claim of part (b).

We further note that by settingθ=1+γ, the above bound impliesu(t) =O(et)ast→ −∞, which,

in combination with our earlier observations, establishes thatu∈L1(R)as desired.

Finally, to demonstrate that ν_γ is a Borel probability measure on[0,_∞) is elementary given that

ψ(1) = P

i∈N∆i = 1, P-a.s. Moreover, by definition the integrability condition can be rewritten

P

i∈NE(∆i|ln∆i|)<∞, and this can be confirmed by a second application of equation (6) of[25].

Applying this lemma, it would be possible to apply the renewal theorem of[16]exactly as in [4]

to deduce the convergence ofm(t) as t → ∞. However, in order to establish an estimate for the

second order term, we present a direct proof of the renewal theorem in our setting. Theβ in the

statement of the result is defined as at (13), andm(∞)is the constant defined by

m(∞):= R∞

−∞u(t)d t

R∞

0 tνγ(d t)

. (18)

Thatm(∞)is finite and non-zero is an easy consequence of Lemma 3.5.

Proposition 3.6. For any" >0, the function m satisfies

|m(t)−m(∞)|=O(e−(β−")t),

as t→ ∞.

Proof. From (15) and Fubini’s theorem, we obtain

m(t) = e−γtEX(t)

= X

i∈Σ∗

e−γtEη_i(t+γ−1lnD_i)

= X

i∈Σ∗

Z ∞

0

e−γ(t−s)Eη_i(t−s)e−γsP(₋γ−1lnDi∈ds)

=

Z ∞

0

u(t₋s)X

i∈Σ∗

e−γsP(₋γ−1lnD_i∈ds),

where to deduce the third equality, we apply the independence of η_i and D_i that follows from

Corollary 2.3. We will analyse the measure in this integral. Letλ >0, then

Z ∞

0

e−λs X

i∈Σ∗

e−γsP(₋γ−1lnD_i∈ds) = X

i∈Σ∗

ED_i1+λ/γ

=

∞

X

n=0

ψ(1+λγ−1)n

= 1

Furthermore, observe that M:= (R∞

0 sνγ(ds))

−1_satisfies

M−1=−γ−1_ψ0_{(1) =} 2α−1

α−1 .

It follows that

Z ∞

0 e−λs



 M ds−

X

i∈Σ∗

e−γsP(₋γ−1lnDi∈ds)



 =

M

λ −

1

1₋ψ(1+λγ−1₎ =−1,

and inverting this Laplace transform yields

M ds₋X

i∈Σ∗

e−γsP(₋γ−1lnD_{i ∈}ds) =₋δ₀(s)ds,

whereδ0(s)is the Dirac delta function. Therefore

m(∞)−m(t)

= M

Z ∞

0

u(t+s)ds+

Z ∞

0

u(t₋s)



 M ds−

X

i∈Σ∗

e−γsP(₋γ−1lnD_i∈ds)



 

= M

Z ∞

0

u(t+s)ds−u(t),

and the result follows from Lemma 3.5.

Rewriting the above result in terms of ND and using (4) to compare ND with N yields Theorem

1.1(a) forα_∈(1, 2). Before we conclude this section, though, let us briefly discuss the caseα=2,

so as to explain how the corresponding parts of the theorem and Remark 1.2 can be verified. Letting

m, u and ν_γ be defined as in [4] (which closely matches the notation of this article), then by

repeating an almost identical argument to the previous proof, with the Poisson-Dirichlet random variables(∆_i)_i∈N of this article being replaced by the Dirichlet(1₂,1₂,1₂)triple of that, it is possible to show that

m(∞)−m(t) =

Z ∞

0

u(t+s)ds−u(t).

(To do this, it is necessary to apply the observations that, in the α= 2 setting, the constant M is

equal to 1, and the function corresponding toψ(x) can be computed to be 3(2x+1)−1.) Sinceu

was shown in[4]to satisfyu(t)≤C e−2t/3 fort ≥0, the right-hand side is bounded by a constant

when multiplied bye2t/3, and it follows that Theorem 1.1(a) holds forα=2 with the second order

term reduced toO(1).

4

Almost-sure spectral asymptotics

Our task for this section is to establish the P-a.s. convergence of e−γtX(t) as t → ∞, where X(t)

branching process argument of[4], which extends[14], making changes where necessary to deal

with the infinite number of offspring. This approach relies on a second moment bound for X(t),

which we prove via a sequence of lemmas. For brevity, we will henceforth writeδ_i :=diam_d

Ti(Ti).

It will also be convenient to let m(i,j) = sup_{n : i|n = j|n} be the generation of the most recent

common ancestor of the addressesi,j_∈Σ_∗and for j=ikto writeDi_j=Q|_lj₌|_|i|+1∆_j|

l.

We first state an elementary extension of Markov’s inequality.

Lemma 4.1. Let X,Y be positive random variables. Then for all x,y >0,

P(X> x,Y > y)≤ 1

x yEX Y. (19)

Lemma 4.2. Let i∈Σk, j∈Σl with k≤l, andθ >0. Writing m:=m(i,j)andδ:=δ;, we have that

P(D1_i/γδ_i ≥e−t,D1_j/γδ_j≥e−t)

≤ e2θt(Eδ4θ)1/2(E(∆4_i|θ/γ

m+1)E(∆

4θ/γ

j|m+1))

1/4_E(D2θ/γ

i|m )E

(Di|m+1 i )θ/γ

E(Dj|m+1 j )θ/γ

whenever m<k, and if" >0, then

P(D1_i/γδi≥e−t,D

1/γ

j δj≥e−t)≤e2θtE(δ2(1+" −1_)θ

)1/(1+"−1)_E(D2θ/γ

i )E((D i j)(

1+")θ/γ₎1/(1+")

whenever m=k.

Proof. We start by assumingm<kor, ifk=l, thenm<k−1. By definition, we have that

P(D1_i/γδi≥e−t,D

1/γ

j δj≥e−t)

= P(D1_i|/γ

m+1(D i|m+1 i )

1/γ_δ

i≥e−t,D

1/γ

j|m+1(D j|m+1 j )

1/γ_δ

j≥e−t)

= E(P((Di|m+1 i )

1/γ_≥x

i,(D j|m+1 j )

1/γ_≥x

j|xi,xj)) (20)

where x_i−1=etD1_i|/γ

m+1δi,x −1

j =e t_D1/γ

j|m+1δj. Now, asD i|m+1 i andD

j|m+1

j are independent, we have

P(D1_i/γδi≥e−t,D

1/γ

j δj≥e−t)

≤E(P((Di|m+1 i )

1/γ

≥xi|xi,xj)P((D j|m+1 j )

1/γ

≥xj|xi,xj))

≤E(x−_i θx_j−θE((Di|m+1

i )θ/γ|xi,xj)E((D j|m+1

j )θ/γ|xi,xj))

≤e2θtE(δθ_iδθ_j∆θ/γ_i|

m+1∆

θ/γ

j|m+1)E(D

2θ/γ

i|m )E((D

i|m+1

i )θ/γ)E((D j|m+1 j )θ/γ)

A repeated application of Cauchy-Schwarz toE(δθ_iδθ_j∆θ/γ_i|

m+1∆

θ/γ

j|m+1)then gives the result.

For the case wherek=landm=k₋1, that isi,jhave the same parent we cannot use independence

in the same way and instead use (19) in (20) to get

P(D1_i/γδi≥e−t,D

1/γ

j δj≥e−t) ≤ E(xi−θx−jθE(∆

θ/γ

i|k ∆

θ/γ

j|k |xi,xj)) ≤ e2θtE(δθ_iδθ_j∆θ/γ_i

|k ∆

θ/γ

j|k )E(D

2θ/γ

and Cauchy-Schwarz again gives the result.

For the case wherem=kwe have by (19) that

P(D1_i/γδi≥e−t,D

1/γ

i (D i j)

1/γ_δ

j≥e−t)

≤e2θtED2_iθ/γδθ_i (Di_j)θ/γδθ_j

=e2θtE(D2_iθ/γ)Eδθ_i (Di_j)θ/γδθ_j

Applying Hölder twice toEδθ_i (Di_j)θ/γδθ_j, we have the result in this case as well.

For the following result, we defineψ_r:=ψ(rθγ−1)forr=1, 2, where the function(ψ(x))_x≥0 was

introduced at (11). We also set

ψ1,":=

X

i∈N

E(∆(_i1+")θ/γ)1/(1+").

Ifθ > γ/α, we observe thatψ_{1 ≤}ψ_1,"<_∞, where the lower inequality is simply Jensen’s and the

upper inequality is a consequence of[25], equation (50).

Lemma 4.3. For k≤l,θ > γ/αand" >0, we have that

X

i∈Σk

X

j∈Σl

E(η_i(t+γ−1lnD_i)η_j(t+γ−1lnD_j))≤C e2θt(k+1)ψ_1,k+_"l ψ2 ψ2

1," ∨1

!k

for some finite constant C.

Proof. Leti∈Σk,j∈Σl for somek≤l, then (17) implies that

E(η_i(t+γ−1lnD_i)η_j(t+γ−1lnD_j))

≤ E(1_Ai,Aj+1Ai

X

n∈N

1_Ajn+1_AjX

n∈N

1_Ain+ X

n,n0∈N

1_Ain,Ajn0)

= P(A_i,A_j) +X

n∈N

(P(A_i,A_jn) +P(A_j,A_in)) + X

n,n0_∈N

P(A_in,A_jn0), (21)

whereA_i :=_{D_i1/γδ_i≥e−t}. We now apply Lemma 4.2 to deduce that

X

i∈Σk

X

j∈Σl:j|k6=i

E(η_i(t+γ−1lnDi)ηj(t+γ−1lnDj))

≤ e2θt(Eδ4θ)1/2X

i∈Σk

X

j∈Σl:j|k6=i

(E(∆4_iθ/γ

|m+1)E(∆

4θ/γ

j|m+1))

1/4_E(D2θ/γ

i|m )(I1+I2+I3),

wherem:=m(i,j)is strictly less thankfor theiand jin the above sum,δ:=δ_;, and

I1 := E

(Di|m+1 i )θ/γ

E(Dj|m+1 j )θ/γ

I₂ := X

n∈N

E(Di|m+1 i )θ/γ

E(Dj|m+1 jn )θ/γ

+E(Di|m+1 in )θ/γ

E(Dj|m+1 j )θ/γ

I3 :=

X

n,n0_∈N

E(Di|m+1 in )θ/γ

E(Dj|m+1 jn0 )θ/γ

Noting as in the proof of Lemma 3.5 that Eδ4θ is finite, it will suffice to bound the sums over the terms involvingI1,I2 andI3. Firstly, we have that

X

i∈Σk

X

j∈Σl:j|k6=i

(E(∆4_iθ/γ

|m+1)E(∆

4θ/γ

j|m+1))

1/4_E(D2θ/γ

i|m )I1

≤

k−1

X

m0₌₀

X

i0_∈Σm0

E(D2_i0θ/γ)

× X

i∈Σk:i|m0=i0

X

j∈Σl:j|m0=i0

(E(∆4_i|θ/γ

m0+1)E(∆

4θ/γ

j|m0+1))

1/4_E(Di|m0+1 i )θ/γ

E(Dj|m0+1 j )θ/γ

≤ C

k−1

X

m0₌₀

ψm0

2 ψk+l− 2m0−2 1

≤ C kψk₁+l

‚ ψ2 ψ2 1 ∨1 Œk ,

where C is a finite constant and we have applied [25], equation (50) to deal with the (m+1)st

generation terms. Similar calculations show that the analogous sums involving I2 and I3 can be

bounded by the same expression after suitable modification of the constant.

We now consider the sum ofE(η_i(t+γ−1lnD_i)η_j(t+γ−1lnD_j))overi∈Σkand j∈Σl in the case

wheniis an ancestor of j. Again applying Lemma 4.2, we deduce that

X

i∈Σk

X

j∈Σl:j|k=i

P(Ai,Aj) +P(Aj|k+1,Aj) +

X

n∈N

€

P(Ai,Ajn) +P(Ajn|k+1,Ajn)

Š !

≤ e2θtE(δ2(1+"−1)θ)1/(1+"−1)X

i∈Σk

E(D2_iθ/γ) X

j∈Σl:j|k=i



E((Di_j)(1+")θ/γ)1/(1+")

+E(∆2_j|θ/γ

k+1)E((D j|k+1 j )(

1+")θ/γ₎1/(1+")₊X

n∈N

E((Di_jn)(1+")θ/γ)1/(1+")

+E(∆2_jnθ/γ_|

k+1)

X

n∈N

E((Djn|k+1 jn )(

1+")θ/γ₎1/(1+")





≤ C e2θtψ₂kψl_1,−_"k. (22)

Note that ifl = k, then the first term involving j|k+1 should be deleted from the above argument.

Another appeal to Lemma 4.2 yields that we also have

X

i∈Σk

X

j∈Σl:j|k=i

X

n∈N:in6=j|k+1

P(A_in,A_j) +X

n0∈N

P(A_in,A_jn0)

!

≤C e2θtψ₂kψl₁−k. (23)

Summing (22) and (23), the bound at (21) implies

X

i∈Σk

X

j∈Σl:j|k=i

E(η_i(t+γ−1lnD_i)η_j(t+γ−1lnD_j))≤C e2θtψk₂ψl_1,−_"k. (24)