We study the asymptotic properties of a minimal spanning tree formed by n points uniformly distributed in the unit square, where the minimality is amongst all rooted spanning trees with a direction of growth. We show that the number of branches from the root of this tree, the total length of these branches, and the length of the longest branch each converges weakly. This model is related to the study of record values in the theory of extreme-value statistics and this relation is used to obtain our results. The results also hold when the tree is formed from a Poisson point process of intensity n in the unit square.

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In this paper we first prove, under quite general conditions, that the nonlinear filter and the pair: (signal,filter) are Feller-Markov processes.The state space of the signal is allowed to be non locally compact and the observation function: h can be unbounded. Our proofs in contrast to those of Kunita(1971Kunita( ,1991, Stettner(1989) do not depend upon the uniqueness of the solutions to the filtering equations. We then obtain conditions for existence and uniqueness of invariant measures for the nonlinear filter and the pair process. These results extend those of Kunita and Stettner, which hold for locally compact state space and bounded h, to our general framework. Finally we show that the recent results of Ocone-Pardoux [11] on asymptotic stability of the nonlinear filter, which use the Kunita-Stettner setup, hold for the general situation considered in this paper.

No abstract

We study the asymptotic properties of a minimal spanning tree formed by n points uniformly distributed in the unit square, where the minimality is amongst all rooted spanning trees with a direction of growth. We show that the number of branches from the root of this tree, the total length of these branches, and the length of the longest branch each converges weakly. This model is related to the study of record values in the theory of extreme-value statistics and this relation is used to obtain our results. The results also hold when the tree is formed from a Poisson point process of intensity n in the unit square.