Invariance Principles for Non-uniform Random Mappings and Trees

December, 2001
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David Aldous and Jim Pitman

In the context of uniform random mappings of an n-element set to itself, Aldous and Pitman (1994) established a functional invariance principle, showing that many limit distributions as n tends to infinity can be described as distributions of suitable functions of reflecting Brownian bridge. To study non-uniform cases, in this paper we formulate a "sampling invariance principle" in terms of iterates of a fixed number of random elements. We show that the sampling invariance principle implies many, but not all, of the distributional limits implied by the functional invariance principle. We give direct verifications of the sampling invariance principle in two successive generalizations of the uniform case, to p-mappings (where elements are mapped to i.i.d. non-uniform elements) and P-mappings (where elements are mapped according to a Markov matrix). We compare with parallel results in the simpler setting of random trees.

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