Hostname: page-component-586b7cd67f-t7czq Total loading time: 0 Render date: 2024-11-25T20:35:20.180Z Has data issue: false hasContentIssue false

Limit Laws for the Optimal Directed Tree with Random Costs

Published online by Cambridge University Press:  01 September 1997

JENNIE C. HANSEN
Affiliation:
Actuarial Mathematics and Statistics Department, Heriot-Watt University, Edinburgh, Scotland(e-mail: [email protected])

Abstract

Suppose that [Cscr ]={cij[ratio ]i, j[ges ]1} is a collection of i.i.d. nonnegative continuous random variables and suppose T is a rooted, directed tree on vertices labelled 1,2,[ctdot ],n. Then the ‘cost’ of T is defined to be c(T)=[sum ] (i,j)∈Tcij, where (i, j) denotes the directed edge from i to j in the tree T. Let Tn denote the ‘optimal’ tree, i.e. c(Tn) =min{c(T)[ratio ]T is a directed, rooted tree in with n vertices}. We establish general conditions on the asymptotic behaviour of the moments of the order statistics of the variables c11, c12, [ctdot ], cin which guarantee the existence of sequences {an}, {bn}, and {dn} such that b−1n (c(Tn)−an) →N(0, 1) in distribution, d−1nc(Tn)→1 in probability, and d−1nE(c(Tn))→1 as n→∞, and we explicitly determine these sequences. The proofs of the main results rely upon the properties of general random mappings of the set {1, 2, [ctdot ], n} into itself. Our results complement and extend those obtained by McDiarmid [9] for optimal branchings in a complete directed graph.

Type
Research Article
Copyright
1997 Cambridge University Press

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)