The Scaling Limit of the Volume of Loop–O(n) Quadrangulations

TL;DR

This paper analyzes the scaling behavior of a specific type of mathematical structure called loop–O(n) quadrangulations as their size increases.

Contribution

The paper rigorously proves the scaling limit of the volume of loop–O(n) quadrangulations for all n in (0,2], including the boundary case n=2.

Findings

The volume scales in distribution to an explicit random variable as the half-perimeter p approaches infinity.

The limiting random variable is described using multiplicative cascades or the area of a quantum disc for suitable γ.

For n=2, the scaling limit is inverse-exponentially distributed, resolving a conjecture.

Abstract

We study the volume of rigid loop–O(n) quadrangulations with a boundary of length 2p in the non-generic critical regime, for all \documentclass[12pt]{minimal}
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\begin{document}$$n\in (0,2]$$\end{document}n∈(0,2]. We prove that, as the half-perimeter p goes to infinity, the volume scales in distribution to an explicit random variable. This limiting random variable is described in terms of the multiplicative cascades of Chen et al. (Ann Inst Henri Poincaré D 7(4):535–584, 2020), or alternatively (in the dilute case) as the law of the area of a unit-boundary \documentclass[12pt]{minimal}
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\begin{document}$$\gamma $$\end{document}γ–quantum disc, as determined by Ang and Gwynne (Ann Inst Henri Poincaré D 57(1): 1–53, 2021), for suitable \documentclass[12pt]{minimal}
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\begin{document}$$\gamma $$\end{document}γ. Our arguments go through a classification of the map into several regions, where we rule out the contribution of bad regions to be left with a tractable portion of the map. One key observable for this classification is a Markov chain which explores the nested loops around a size-biased vertex pick in the map, making explicit the spinal structure of the discrete multiplicative cascade. We stress that our techniques enable us to include the boundary case \documentclass[12pt]{minimal}
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\begin{document}$$n=2$$\end{document}n=2, that we define rigorously, and where the nested cascade structure is that of a critical branching random walk. In that case the scaling limit is given by the limit of the derivative martingale and is inverse-exponentially distributed, which answers a conjecture of Aïdékon and Da Silva (Probab Theory Relat Fields 183(1):125–166, 2022).

Figures

A diagram for the proof of (6.3). The result easily follows provided we show the scaling limits in the middle. In the case when $\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0,2)$$\end{document}$ , depicted in blue, the proof is almost immediate: the top box comes for free using Lemma 3.3, while the bottom one is a consequence of the $\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym}

The two types of faces of a loop-decorated quadrangulation $\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$({\mathfrak {q}},\boldsymbol{\ell })$$\end{document}$ , with corresponding weights *g* and *h*. Each loop receives additional (global) weight *n*

A loop-decorated quadrangulation $\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$({\mathfrak {q}},\boldsymbol{\ell })$$\end{document}$ . The boundary of the map is shown in bold, with a distinguished oriented root edge. The outermost loops are shown in blue, one interior loop is shown in red

Phase diagram of the *O*(*n*) model on quadrangulations [[6](#CR6), [16](#CR16)] for fixed $\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0,2)$$\end{document}$ (the diagram looks roughly the same for all *n*). The critical line separates the *non-admissible* region (where the partition function (1.2) blows up) from the subcritical regime, where the maps are believed to yield trees in the limit. On the criti

The gasket decomposition of the loop-decorated quadrangulation $\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$({\mathfrak {q}},\boldsymbol{\ell })$$\end{document}$ in Fig. [2](#Fig2). On the left is the gasket $\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{

The Bouttier–Di Francesco–Guitter bijection. Left: the planar map $\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {m}}$$\end{document}$ is represented in blue, with its marked (square) vertex $\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \

The Janson–Stefánsson trick. On the left is the original tree $\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {t}}$$\end{document}$ , and on the right the new tree in red (with the old tree $\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \be

The conditional independence property of the maps inside the loops $\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$u_1$$\end{document}$ and $\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$w_1$$\end{document}$ . Here *u* and *w* are no

A diagram for the proof of (6.1). Blue and red colours correspond to the cases $\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0,2)$$\end{document}$ and $\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document}$ respec

A diagram for the proof of (6.2). To prove (6.2), we need to show that the good volume $\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$V_{{{\mathcal {G}}}}$$\end{document}$ concentrates around its mean. Our second moment estimates in Theorem 5.9 allows us to bound the fluctuations around the mean. We then send $\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackag

Full text

Introduction

Loop–O(n) planar maps form one of the classical models of statistical physics. They consist in sampling a planar map together with a collection of self-avoiding and non-touching nested loops. Upon driving the parameters of the model to criticality, it is predicted by physics [1–5] that a variety of universality classes of two-dimensional quantum gravity may be reached in a suitable scaling limit of the maps. One key observable for the geometric features of these maps is their volume, defined as the number of vertices.

In this paper, we investigate the question of the volume for the rigid model on quadrangulations in the non-generic critical regime, in the framework of Borot, Bouttier and Guitter [6]. Precisely, we prove that the volume of these quadrangulations has an explicit scaling limit as their perimeter goes to infinity. The limit is described as the limit of the Malthusian martingale of the Chen–Curien–Maillard multiplicative cascade [7]. In the dilute regime, it also matches for suitable \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\gamma $$\end{document} the area of a unit-boundary \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\gamma $$\end{document} –quantum disc, as determined by Ang and Gwynne [8]. Our proof builds on the gasket decomposition of Borot, Bouttier and Guitter [6] and the multiplicative cascades of Chen, Curien and Maillard [7].

Rigid loop–O(n) quadrangulations

Definition of the loop model. To introduce the model, we follow the exposition given in [7]. All planar maps considered in this paper are rooted, i.e. come with a distinguished oriented root edge. The root face (or external face) \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {f}}_r$$\end{document} is defined to be the face of the map lying to the right of the oriented root edge. The other faces are called internal faces. We say that a planar map \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {q}}$$\end{document} is a quadrangulation with a boundary if all its internal faces are of degree 4, while the external face may have a different (even) degree, called the perimeter of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {q}}$$\end{document} . A (rigid) loop configuration on \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {q}}$$\end{document} is a collection \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\boldsymbol{\ell }:= \{\ell _1, \ell _2, \cdots , \ell _k\}$$\end{document} of nested disjoint and self-avoiding loops in the dual map of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {q}}$$\end{document} (i.e. crossing faces of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {q}}$$\end{document} ), avoiding the external face \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {f}}_r$$\end{document} , and with the rigidity constraint that loops must exit faces through opposite edges. For \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\ge 0$$\end{document} , let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\mathcal {O}}}_p$$\end{document} be the set of loop-decorated quadrangulations \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$({\mathfrak {q}}, \boldsymbol{\ell })$$\end{document} with perimeter 2p.Fig. 1. The two types of faces of a loop-decorated quadrangulation \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$({\mathfrak {q}},\boldsymbol{\ell })$$\end{document} , with corresponding weights g and h. Each loop receives additional (global) weight n

The rigidity condition imposes that faces are of two possible types: either they are empty, or crossed by a loop through opposite edges (see Fig. 1). We now introduce the loop–O(n) measure, depending on parameters \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$g,h\ge 0$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0,2]$$\end{document} . Each quadrangle receives local weight \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$g\ge 0$$\end{document} or \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$h\ge 0$$\end{document} according to its type (empty or crossed), whereas each loop gets an extra global weight n, so that the total weight of a loop-decorated quadrangulation \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$({\mathfrak {q}},\boldsymbol{\ell })$$\end{document} is

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {\textsf {w}}_{(n;g,h)}({\mathfrak {q}},\boldsymbol{\ell }):= g^{|{\mathfrak {q}}| -|\boldsymbol{\ell } |} h^{|\boldsymbol{\ell } |} n^{\#\boldsymbol{\ell }}, \end{aligned}$$\end{document}

where \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$|{\mathfrak {q}}|$$\end{document} is the number of internal faces of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {q}}$$\end{document} , \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$|\boldsymbol{\ell } |$$\end{document} is the total length (i.e. number of faces crossed) of the loops in \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\boldsymbol{\ell }$$\end{document} , and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\#\boldsymbol{\ell }$$\end{document} is the number of loops. When the partition function

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} F_p(n;g,h):= \sum _{({\mathfrak {q}},\boldsymbol{\ell })\in {{\mathcal {O}}}_p} {\textsf {w}}_{(n;g,h)}({\mathfrak {q}},\boldsymbol{\ell }), \end{aligned}$$\end{document}

is finite, we say that (n; g, h) is admissible, and we introduce the loop–O(n) probability measure

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {\mathbb {P}}^{(p)}_{(n;g,h)}(\cdot ) := \frac{{\textsf {w}}_{(n;g,h)}(\cdot )}{F_p(n;g,h)}, $$\end{document}

on the set \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\mathcal {O}}}_p$$\end{document} , associated with the weights (1.1). In the sequel we shall often drop the subscript and write \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathbb {P}}^{(p)}$$\end{document} since the weight sequence will be fixed once and for all. As an illustration, we represented in Fig. 2 a loop-decorated quadrangulation with half-perimeter \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p=20$$\end{document} .Fig. 2A loop-decorated quadrangulation \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$({\mathfrak {q}},\boldsymbol{\ell })$$\end{document} . The boundary of the map is shown in bold, with a distinguished oriented root edge. The outermost loops are shown in blue, one interior loop is shown in red

Phase diagram. In the case \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0,2)$$\end{document} , Borot, Bouttier and Guitter [6] used the gasket decomposition to classify the parameters into three phases (subcritical, generic critical, non-generic critical) where the model exhibits very different large-scale geometry features (see Fig. 3). Subcritical planar maps are expected to scale to Aldous’ continuum random tree (CRT). The generic critical regime is expected to lead to the same geometry as for regular quadrangulations, with scaling to the Brownian disk [9]. Our paper deals with the non-generic critical phase. In this case the geometry is still not well understood, see [10] for information on the gaskets of the maps. When \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0,2)$$\end{document} , this regime is defined by the equations

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} g = \frac{3}{2+b^2}\bigg (h - \frac{2-n}{2b^2}h^2\bigg ), \qquad g \le \frac{3h}{2(b^2-2b+3)}, \end{aligned}$$\end{document}

where \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$b:=\frac{1}{\pi }\arccos \frac{n}{2}$$\end{document} (see [6, Equations (6.15) and (6.17)]). The phase is called dense when the above inequality is strict, and dilute when it is an equality (see Fig. 3). It is believed that in each phase respectively, loops are simple and mutually avoiding or touch themselves and each other, in a suitable scaling limit. For two functions f and g defined on an unbounded set \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$D \subset {\mathbb {R}}_+$$\end{document} , we write \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$f(x) \sim g(x)$$\end{document} as \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$x\rightarrow \infty $$\end{document} if the ratio f/g tends to 1 as \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$x\rightarrow \infty $$\end{document} (with \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$x\in D$$\end{document} ). The partition function (1.2) satisfies

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} F_p(n;g,h) \sim C h^{-p} p^{-\alpha -1/2}, \quad \text {as } p\rightarrow \infty , \end{aligned}$$\end{document}

for some \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$C>0$$\end{document} , and

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \alpha := \frac{3}{2} \pm \frac{1}{\pi } \arccos (n/2) \in (1,2) \setminus \Big \{\frac{3}{2}\Big \}, \end{aligned}$$\end{document}

the signs + and − corresponding respectively to the dilute and dense phase. Much more is known on the geometry of Boltzmann planar maps [11, 12], which describe the gasket of loop–O(n) quadrangulations – see Sect. 2.1 for a definition. One key observable in the description of the intricate geometry of these maps is the so-called peeling exploration, which was introduced by Watabiki for triangulations [13] (see also [14, 15]), extended to Boltzmann maps by Budd [11] and describes a Markovian exploration of the planar map obtained by discovering the faces given by gradually peeling the edges of the map.

The case \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} is a boundary case. To the best of our knowledge, the phase diagram of this case has so far not been covered in the mathematical literature. Still, in Appendix A, we show that the regime

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} g = \frac{3}{2}\bigg (h - \frac{\pi ^2}{2}h^2\bigg ), \quad g\le \frac{h}{2}, \end{aligned}$$\end{document}

gives rise to a well-defined non-generic critical loop–O(2) quadrangulation. Notice that (1.6) is simply the limit as \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\rightarrow 2$$\end{document} of (1.3). The partition function (1.2) satisfies

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} F_p(2;g,h) \sim {\left\{ \begin{array}{ll} {C} h^{-p} p^{-2}, & \text {if } g=\frac{h}{2}, \\ {C} h^{-p} p^{-2}\ln p, & \text {if }g<\frac{h}{2}. \end{array}\right. } \end{aligned}$$\end{document}

We refrain from using the terms dense and dilute to distinguish the phases \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$g=h/2$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$g<h/2$$\end{document} as we expect that in both cases, after suitable embedding and under appropriate (possibly different) scaling, the model converges to \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\text {CLE}_4$$\end{document} on critical Liouville quantum gravity. In a paper that appeared on the same day on the arXiv, Kammerer used a more systematic approach to establish asymptotics for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$F_p$$\end{document} for the rigid loop–O(2) model on bipartite planar maps (not necessarily quadrangulations). These asymptotics involve, in general, a slowly varying function L(p) which is between a constant and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\ln (p)$$\end{document} . We still decided to include (1.6) and (1.7) in the appendix since we follow a more elementary approach by taking limits (that is specific to our model).

There has been very little work on the loop–O(2) model. First, we mention that in [16] and [17], Boltzmann maps with face degree decay of order \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$k^{-2}$$\end{document} are discussed, which apply to the gasket of loop–O(2) quadrangulations when \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$g=\frac{h}{2}$$\end{document} in our setting. Furthermore, Kammerer proved in particular in [18] a scaling limit for some distances from the loops to the boundary, expressed in terms of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\text {CLE}_4$$\end{document} on the critical quantum disc.Fig. 3. Phase diagram of the O(n) model on quadrangulations [6, 16] for fixed \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0,2)$$\end{document} (the diagram looks roughly the same for all n). The critical line separates the non-admissible region (where the partition function (1.2) blows up) from the subcritical regime, where the maps are believed to yield trees in the limit. On the critical line, interesting behaviours are expected, with convergence either to the Brownian disk in the generic critical regime (red), or other objects in the non-generic critical regime (blue). The latter can be further split into dense (blue line) or dilute (blue point) phases, where \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\alpha := \frac{3}{2} - \frac{1}{\pi } \arccos (n/2)$$\end{document} or \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\alpha := \frac{3}{2} + \frac{1}{\pi } \arccos (n/2)$$\end{document} in (1.5) respectively

Previously known results on the volume

Volume of Boltzmann maps. The volume of a planar map, defined as its number of vertices, plays a central role in the development of planar maps, both from the combinatorial and probabilistic perspectives. In the 1960 s, Tutte [19] first enumerated planar triangulations or quadrangulations of a polygon with fixed volume, relying on a recursive procedure known as Tutte’s equation.

In the case of loop–O(n) quadrangulations ( \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0,2)$$\end{document} ), the volume of the gasket is fairly well understood (recall that the gasket corresponds to a Boltzmann planar map – see Sect. 2.1 for more details). In fact, the scaling limit of the volume of Boltzmann planar maps as the perimeter goes to infinity was established by Budd [11], and Budd and Curien [12]. To clarify, let us consider under \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathbb {P}}$$\end{document} a Boltzmann planar map \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {B}}^{(p)}_{\hat{{\boldsymbol{g}}}}$$\end{document} with non-generic critical weight sequence \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\hat{{\boldsymbol{g}}}$$\end{document} (as made explicit by (1.3)–(1.6) and (2.2)), and fixed perimeter 2p. Then the expectation of the volume \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$V({\mathfrak {B}}^{(p)}_{\hat{{\boldsymbol{g}}}})$$\end{document} of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {B}}^{(p)}_{\hat{{\boldsymbol{g}}}}$$\end{document} is easily determined as a ratio of (pointed/non-pointed) Boltzmann partition functions.1 The analysis of these partition functions yields the following estimate: for some constant \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\Gamma >0$$\end{document} depending on the weight sequence, and with \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\alpha $$\end{document} as in (1.5),

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {\mathbb {E}} \big [V({\mathfrak {B}}^{(p)}_{\hat{{\boldsymbol{g}}}})\big ] \sim \Gamma p^{\alpha }, \quad \text {as } p\rightarrow \infty . \end{aligned}$$\end{document}

Budd and Curien further proved [12, Proposition 3.4] that, as a matter of fact,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} p^{-\alpha }V({\mathfrak {B}}^{(p)}_{\hat{{\boldsymbol{g}}}}) \overset{(\text {d})}{\longrightarrow } V_\infty , \quad \text {as } p\rightarrow \infty , \end{aligned}$$\end{document}

for some explicit random variable \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$V_{\infty }$$\end{document} . The proof expresses the Laplace transform of the volume in terms of Boltzmann partition functions, carrying out the analysis on these (pointed/non-pointed) partition functions.

Much less is known about the volume of the loop–O(n) quadrangulations themselves. One reason is that similar techniques do not apply since, contrary to Boltzmann maps, there does not seem to be any tractable expression of the pointed O(n) partition function. Instead, Budd [16] takes a different, more probabilistic, route going through ricocheted random walks to work out the asymptotics of the pointed O(n) partition function in the case \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0,2)$$\end{document} . His result in [16, Proposition 9] is the following. Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$({\mathfrak {q}}, \boldsymbol{\ell })$$\end{document} be a loop–O(n) quadrangulation under \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathbb {P}}^{(p)}_{(n;g,h)}$$\end{document} , with \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0, 2)$$\end{document} (recall that we fixed a non-generic critical set of parameters (n; g, h)). Then there exists a constant \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\Lambda >0$$\end{document} such that the expected volume satisfies

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {\overline{V}}(p):= {\mathbb {E}}^{(p)}_{(n;g,h)} [V({\mathfrak {q}})] \sim \Lambda p^{\theta _\alpha }, \quad \text {as } p\rightarrow \infty , \end{aligned}$$\end{document}

where

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \theta _\alpha := \min (2, 2\alpha -1). \end{aligned}$$\end{document}

Note that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\theta _\alpha $$\end{document} separates the dilute and dense phases described after (1.5), in the sense that in the dilute phase \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\theta _\alpha = 2$$\end{document} , whereas in the dense phase \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\theta _\alpha = 2\alpha -1$$\end{document} . By convention, we also set \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\overline{V}}(0) = 0$$\end{document} .

In the case \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} , we will establish in Appendix B the following volume estimates. For the gasket viewed as a Boltzmann map \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {B}}^{(p)}_{\hat{{\boldsymbol{g}}}}$$\end{document} with weight sequence \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\hat{{\boldsymbol{g}}}$$\end{document} as in Equation (2.2),

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {\mathbb {E}} \big [V({\mathfrak {B}}^{(p)}_{\hat{{\boldsymbol{g}}}})\big ] \sim {\left\{ \begin{array}{ll} p^{\frac{3}{2}}, & \text { if } g = \frac{h}{2},\\ \frac{p^{\frac{3}{2}}}{\ln p}, & \text { if } g < \frac{h}{2}. \end{array}\right. } \end{aligned}$$\end{document}

In addition, the mean volume itself satisfies

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {\overline{V}}(p) \sim \Lambda {\left\{ \begin{array}{ll} p^2, & \text {if } g=\frac{h}{2}, \\ \frac{p^2}{\ln (p)}, & \text {if }g< \frac{h}{2}. \end{array}\right. } \end{aligned}$$\end{document}

Despite the information on the mean volume (1.10) provided by Budd, no scaling limit in the spirit of (1.9) is known for the volume of loop–O(n) quadrangulations. The main result of the present paper addresses this question by providing an explicit scaling limit.

The Chen–Curien–Maillard multiplicative cascades. In [7], Chen, Curien and Maillard give an explicit and very convincing conjecture on the scaling limit of the volume of loop–O(n) quadrangulations when \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0, 2)$$\end{document} . They introduce a discrete cascade \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(\chi ^{(p)}(u), u\in {{\mathcal {U}}})$$\end{document} indexed by the Ulam tree \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\mathcal {U}}}$$\end{document} , which informally records the half-perimeters of the O(n) loops at each generation, starting from the outermost loops (generation 1) and exploring each loop in an inductive way. They prove that as the perimeter of the quadrangulation goes to infinity, the discrete cascade scales to a continuous multiplicative cascade \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(Z_{\alpha }(u),u\in {{\mathcal {U}}})$$\end{document} . This limiting branching process is related to the jumps of a spectrally positive \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\alpha $$\end{document} –stable process, with \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\alpha \in \big (1, \frac{3}{2}\big )\cup \big (\frac{3}{2}, 2\big )$$\end{document} given by (1.5). More details are provided in Sect. 2.3.

One key feature of their analysis is the (additive) Malthusian martingale \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(W_{\ell }, \ell \ge 0)$$\end{document} of the multiplicative cascade, which sums over loops at generation \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\ell \ge 0$$\end{document} :

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} W_{\ell }:= \sum _{|u|=\ell } (Z_{\alpha }(u))^{\theta _{\alpha }}, \quad \ell \ge 0, \end{aligned}$$\end{document}

with \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\theta _\alpha $$\end{document} as in (1.11). We summarise part of their results in the following statement. Set

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \psi _{\alpha ,\theta }(q):= \frac{1}{\Gamma (\alpha -1/2)} \int _0^{\infty } \text {e}^{-q^{2/\theta }y-1/y} y^{-(\alpha +1/2)} \text {d}y. \end{aligned}$$\end{document}

Theorem 1.1

([7, Theorem 9].)

The martingale \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(W_{\ell })_{\ell \ge 0}$$\end{document} of (1.14) converges in \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L^1$$\end{document} as \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\ell \rightarrow \infty $$\end{document} towards a positive limit \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$W_{\infty }$$\end{document} . Moreover, the law of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$W_{\infty }$$\end{document} is determined by its Laplace transform as follows:

• in the dilute case ( \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\alpha >3/2$$\end{document} ),

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {\mathbb {E}}[\text {e}^{-q W_{\infty }} ] = \psi _{\alpha ,\theta _{\alpha }} ((\alpha -3/2)q), \end{aligned}$$\end{document}

• in the dense case ( \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\alpha <3/2$$\end{document} ),

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {\mathbb {E}}[\text {e}^{-q W_{\infty }} ] = \psi _{\alpha ,\theta _{\alpha }} \bigg (\frac{\Gamma (\alpha +1/2)}{\Gamma (3/2-\alpha )} q\bigg ). \end{aligned}$$\end{document}

In particular, in the dilute case, \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$W_\infty $$\end{document} follows the inverse-Gamma distribution with parameters \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(\alpha -1/2, \alpha -3/2)$$\end{document} . In the same paper, the authors further make the conjecture that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$W_\infty $$\end{document} describes the scaling limit of the volume \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$V({\mathfrak {q}})$$\end{document} appropriately normalised by (1.10). The arguments supporting this conjecture are the following. Consider the conditional expectation \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$V_{\ell }$$\end{document} of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$V({\mathfrak {q}})$$\end{document} given the information outside all the loops at generation \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\ell $$\end{document} . It is plain that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$V_{\ell }$$\end{document} is a uniformly integrable martingale that converges to \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$V({\mathfrak {q}})$$\end{document} as \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\ell \rightarrow \infty $$\end{document} . On the other hand, one should expect \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$V_\ell $$\end{document} to be close to \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\Lambda p^{\theta _\alpha } W_{\ell }$$\end{document} as the half-perimeter p of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {q}}$$\end{document} goes to infinity. Indeed, one can see that the portion outside loops at generation \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\ell $$\end{document} is negligible.2 Hence using the gasket decomposition, and Budd’s asymptotics (1.10) on the mean volume, \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$V_\ell $$\end{document} should be close to

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {\widetilde{V}}_\ell = \Lambda \sum _{|u|=\ell } (\chi ^{(p)}(u))^{\theta _{\alpha }}, $$\end{document}

which is the discrete analogue of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$W_\ell $$\end{document} . The scaling of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(\chi ^{(p)}(u), u\in {{\mathcal {U}}})$$\end{document} towards \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(Z_{\alpha }(u),u\in {{\mathcal {U}}})$$\end{document} then provides the heuristics. In a nutshell (taking \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\ell $$\end{document} large), we end up with the conjecture that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$V({\mathfrak {q}})$$\end{document} should be close to \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\Lambda p^{\theta _\alpha } W_{\infty }$$\end{document} as \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\rightarrow \infty $$\end{document} . These arguments can be turned into a proof provided some uniform integrability is known on the volumes. We emphasise that we do not know any direct way to establish the desired uniform integrability, except as a consequence of the results of the present paper.

In the case \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} , however, \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$W_{\infty }=0$$\end{document} a.s. and the volumes are not uniformly integrable. We will see that, in spite of the mean asymptotics (1.10), the correct renormalization is actually \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\frac{p^2}{\ln (p)}$$\end{document} when \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$g = \frac{h}{2}$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\frac{p^2}{(\ln (p))^2}$$\end{document} when \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$g < \frac{h}{2}$$\end{document} (note that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\theta _{\alpha } = 2$$\end{document} when \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} ), and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$W_\ell $$\end{document} should be replaced with the so-called derivative martingale

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} D_{\ell }:= - 2\sum _{|u|=\ell } (Z_{\alpha }(u))^{2}\ln (Z_{\alpha }(u)), \quad \ell \ge 0. \end{aligned}$$\end{document}

This martingale is well-known in the context of branching Brownian motion [20–22] and branching random walks [23–25]. Although it is a signed martingale, its almost sure limit \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$D_\infty $$\end{document} exists and is positive. Moreover \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$1/D_\infty $$\end{document} is exponentially distributed with parameter 1, see Proposition 2.6.

We provide more context on branching random walks, the boundary case and the role of the derivative martingale in Sect. 2.4.

CLE on LQG. A tantalising conjecture from physics, dating back to Nienhuis (see the survey [26]), is that after appropriate embedding, the aforementioned loop–O(n) quadrangulations (with a boundary) are described in the scaling limit by a suitable \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\gamma $$\end{document} –quantum disc, on top of which is drawn an independent \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\text {CLE}_\kappa $$\end{document} , where the parameters are given in terms of (1.5) by

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \gamma = \sqrt{\min (\kappa , 16/\kappa )}, \quad \text {and} \quad \frac{4}{\kappa } =\alpha -\frac{1}{2}. \end{aligned}$$\end{document}

Similar conjectures hold for many other important models of planar maps, such as the Fortuin–Kasteleyn model, and remain today the main challenge in random conformal geometry.

When \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0,2)$$\end{document} , our main result on the volume of loop–O(n) quadrangulations relates to this conjecture in that, as proved by Ang and Gwynne [8], in the dilute case, the limiting random variable \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$W_\infty $$\end{document} describes the law of the area of a unit-boundary \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\gamma $$\end{document} –quantum disc (with \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\gamma $$\end{document} as in (1.19)). As a consequence, our result can be rephrased as a scaling limit result for the volume of loop–O(n) quadrangulations towards the area of its quantum analogue. As pointed out in [7], the multiplicative cascade \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$Z_\alpha $$\end{document} can also be constructed directly in the continuum by recording the perimeters of the nested loops in the \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\text {CLE}_{\kappa }$$\end{document} drawn on top of the unit-boundary quantum disc. This construction is essentially a consequence of [27].

When \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} , the model is expected to converge to \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\text {CLE}_4$$\end{document} on critical Liouville quantum gravity ( \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\gamma =2, \kappa =4$$\end{document} ). In this case it was first conjectured in [28] that the volume of loop–O(2) quadrangulations scales to the duration of a Brownian half-plane excursion from (0, 0) to (1, 0), which is inverse-exponentially distributed. This conjecture is bolstered by the convergence of the derivative martingale related to the growth-fragmentation embedded in the half-plane excursion (see [28, Section 5]), and the connection with the intrinsic areas defined in [29]. On the other hand, the critical mating of trees established by Aru, Holden, Powell and Sun [30] shows that the duration of the Brownian half-plane excursion describes the law of the area of a critical quantum disc. Therefore, the conjecture of [28] can be translated into a convergence statement for the volume of loop–O(2) quadrangulations towards their quantum area analogue. Our paper solves this conjecture and provides the explicit scaling in \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\ln (p)/{\overline{V}}(p)$$\end{document} , revealing a logarithmic correction to the mean behaviour.

Main result and outline

Statement of the main result. The main result of this paper is an explicit scaling limit for the volume of (non-generic critical) loop–O(n) quadrangulations, proving a conjecture of Chen, Curien and Maillard [7] when \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0, 2)$$\end{document} and giving the analogous result in the boundary case \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} . The scaling limit is described in terms of the limit \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$W_\infty $$\end{document} of the Malthusian martingale of the multiplicative cascades (see Theorem 1.1) when \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0, 2)$$\end{document} and in terms of the limit \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$D_{\infty }$$\end{document} of the derivative martingale when \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n = 2$$\end{document} . The law of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$W_\infty $$\end{document} , resp. \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$D_\infty $$\end{document} , is explicitly given by (1.16)–(1.17), resp. Proposition 2.6. We denote by \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$V = V({\mathfrak {q}})$$\end{document} the volume (i.e. the number of vertices) of the quadrangulation \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {q}}$$\end{document} . Recall from Eqs. (1.10) and 1.13) the notation and asymptotics of the expected volume \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\overline{V}}(p)$$\end{document} .

Theorem A

The following convergence in distribution holds for the volume of rigid loop–O(n) quadrangulations: as \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\rightarrow \infty $$\end{document} , when \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n \in (0, 2)$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ \frac{1}{{\overline{V}}(p)} V\overset{(\text {d})}{\longrightarrow } W_{\infty }, $$\end{document}

when \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n = 2$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ \frac{\ln p}{{\overline{V}}(p)} V\overset{(\text {d})}{\longrightarrow } D_{\infty }. $$\end{document}

The proof uses a two-step procedure. First, we fix some large threshold \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$M>0$$\end{document} and show that for M large enough, one can neglect as \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\rightarrow \infty $$\end{document} the contribution of vertices that are not included in any loop of perimeter smaller than 2M. By the gasket decomposition, the remaining portion of the map then consists in many independent loop-decorated maps with perimeter less than 2M. In the second step, we establish a classification in Definition 5.4 of this remaining portion of the map into good or bad regions. We prove that one can rule out the contribution of bad regions to the volume, and estimate the size of the good region, where the volume is square integrable. Our estimates mainly rely on the analysis on a Markov chain \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\texttt {S}$$\end{document} introduced in Sect. 4.1, which records the half-perimeters of the nested loops around a typical vertex of the map.

The classification alluded to above is quite involved, but at a very high level, it can be understood as follows. We will say that a loop (or the region inside it) is good if:

• The sequence of perimeters of the nested loops around it (in \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$({{\mathfrak {q}}},\boldsymbol{\ell })$$\end{document} ) is tamed;
• These nested loops do not carry too many loops, whose perimeters conspire to inflate their volume. We will express this in terms of the Chen–Curien–Maillard cascade \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(\chi ^{(p)}(u), u\in {{\mathcal {U}}})$$\end{document} . It will result in a set of constraints on branches of the tree \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\mathcal {U}}}$$\end{document} up to good labels v, that roughly ensure, respectively, that:
• The values of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\chi ^{(p)}$$\end{document} along these branches stay below a barrier;
• At each generation along these branches, the offspring particles do not carry “unusually large” values of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\chi ^{(p)}.$$\end{document} 3 The classification induced by this set of constraints will be estimated using branching arguments. In that respect, the structure of the proof bears close connections to that of martingale convergence for branching random walks. The key feature in our approach is the branching Markov chain \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(\chi ^{(p)}(u), u\in {{\mathcal {U}}})$$\end{document} recording the half-perimeters of the loops. In order to prove the convergence of the renormalised volume, we leverage information on the spine \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\texttt {S}$$\end{document} to shed light on the behaviour of typical loops in the branching Markov chain. In particular, we establish moment estimates on \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\texttt {S}$$\end{document} , and control the offspring of the loops. This idea is similar to the setting of branching random walks (see for instance [25, 31, 32]).

Organisation of the paper. The paper is organised as follows. We start Sect. 2 with some preliminaries, recalling the setup of Chen, Curien and Maillard [7] and explaining the tree encoding of Boltzmann planar maps via the Bouttier–Di Francesco–Guitter and Janson–Stefánsson transformations. Then we introduce the perimeter cascade of Chen, Curien and Maillard and its scaling limit.

In Sect. 3, we discuss the discrete Biggins transform, for which we provide uniform tail estimates. This will enable us to control the offspring of typical loops in the nested cascade, so as to estimate the constraint (b) outlined above. We will also prove its convergence to the Biggins transform of the continuous cascade in an \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L^p$$\end{document} sense.

Section 4 is the main technical part of the paper. We introduce the Markov chain \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\texttt {S}$$\end{document} , making explicit the spine structure of the discrete multiplicative cascade. As already mentioned, this Markov chain describes the sequence of half-perimeters of nested loops around a typical vertex of the quadrangulation. This will allow us to translate a few estimates from the whole perimeter cascade \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(\chi ^{(p)}(u),u\in {{\mathcal {U}}})$$\end{document} to the single trajectory \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\texttt {S}$$\end{document} (such a procedure is referred to as many-to-one in the branching literature). The gasket threshold M of the discussion following Theorem A and the constraint (a) that is sketched above suggest that we will need to understand the behaviour of the perimeter cascade confined within two barriers. This will thus translate into estimating the hitting times and Green function of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\texttt {S}$$\end{document} , in both cases \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0,2)$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} . In the latter case, we use a new coupling argument between the discrete and continuous cascade which is of independent interest. We will see that, because the cascade is critical in this case, logarithmic corrections emerge as a cost for introducing the upper barrier.

In Sect. 5, we present our rigorous classification of the map into good or bad regions. On the one hand, we shall see that the estimates in Sect. 4 are tailored to rule out the contribution of the bad regions to the volume. On the other hand, we prove that the remaining good volume is square integrable and establish a second moment estimate for this good region.

We conclude the proof of Theorem A in Sect. 6 by tuning all the parameters of our estimates. This allows to neglect the bad regions, and to approximate the rescaled volume by the additive martingale or the derivative martingale of the continuous cascade. We stress that Sect. 6 also presents three important flowcharts (Figures 8, 9 and 10 ), which should help the reader understand how the estimates of Sects. 4 and 5 come together.

Finally, the Appendix is devoted to the rigorous definition and basic properties of the rigid loop–O(2) model on quadrangulations. We first present in Appendix A standard general results in the O(n) case for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0,2)$$\end{document} . We then use these results in Appendix B to construct the rigid loop–O(2) model and derive some of its basic properties. In Appendix C, we prove a key estimate for the Markov chain \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\texttt {S}$$\end{document} in the case \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n = 2$$\end{document} .

Preliminaries

The gasket decomposition

One fruitful approach towards understanding the geometry of O(n)–decorated planar maps relies on the gasket decomposition that was formalised by Borot, Bouttier and Guitter in [6] (see also [10, Section 8]). This decomposition reveals a spatial Markov property that has been used to provide a lot of geometric information on the planar maps coupled to O(n) models as well as their gaskets, see [7, 12, 16, 29, 33, 34] to name but a few. We follow the exposition given in [7], which extends to the case when \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} .

Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$({\mathfrak {q}}, \boldsymbol{\ell })$$\end{document} be a fixed loop-decorated quadrangulation, and let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$l\ge 1$$\end{document} be the number of outermost loops in \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\boldsymbol{\ell }$$\end{document} , that is, loops that can be reached from the boundary of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {q}}$$\end{document} without crossing another loop. Erasing these loops together with the edges they cross, one ends up disconnecting the map into \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$l+1$$\end{document} connected components (see Fig. 4):

• The connected component containing the external face is called the gasket. The gasket is a (rooted bipartite) planar map whose internal faces are either quadrangles from the original map \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {q}}$$\end{document} , or the l holes left by the removal of outermost loops. The perimeter of the gasket is the same as that of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {q}}$$\end{document} . Moreover, one may label the holes \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {h}}_1,\ldots , {\mathfrak {h}}_l$$\end{document} of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {g}}$$\end{document} in some deterministic way that we fix from now on.
• The other l components consist of the loop-decorated quadrangulations inside the holes (rooted in some deterministic fashion), with perimeters given by the degrees of the holes. In other words, the loop-decorated quadrangulation \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$({\mathfrak {q}}, \boldsymbol{\ell })$$\end{document} decomposes in the following way: given its gasket \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {g}}$$\end{document} , one may recover \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$({\mathfrak {q}}, \boldsymbol{\ell })$$\end{document} by gluing into each face of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {g}}$$\end{document} of degree 2k, \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$k\ge 1$$\end{document} , a loop-decorated quadrangulation with perimeter 2k, surrounded by a necklace of 2k quadrangles crossed by a loop – with the caveat that for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$k=2$$\end{document} one might as well glue a plain quadrangle (with no loop).

By definition of the model (see (1.2)), it is easily seen that the gasket \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {g}}$$\end{document} of a loop–O(n) decorated quadrangulation \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$({\mathfrak {q}}, \boldsymbol{\ell })$$\end{document} with (n, g, h)–weights is Boltzmann distributed [6, 10]. More precisely, under \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathbb {P}}^{(p)} = {\mathbb {P}}^{(p)}_{(n;g,h)}$$\end{document} , the probability for the gasket to be a given map \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {m}}$$\end{document} with perimeter 2p is proportional to the weight

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} w_{\hat{\boldsymbol{g}}}:= \prod _{{\mathfrak {f}} \in \textsf {Faces}({\mathfrak {m}}) \setminus {\mathfrak {f}}_r} \hat{g}_{\textsf {deg}({\mathfrak {f}})/2}, \end{aligned}$$\end{document}

where the weight sequence \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\hat{\boldsymbol{g}} = (\hat{g}_k,k\ge 1)$$\end{document} is given in terms of the O(n) partition function (1.2) as

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \forall k\ge 1, \quad \hat{g}_k:= g\delta _{k,2} + n h^{2k} F_k(n;g,h). \end{aligned}$$\end{document}

Finally, it is known that the weights in (2.1) can be normalised to form a probability measure, by equivalence of admissibility of sequences related through (2.2) (see [16]). We comment on that point when \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} in Appendix A.Fig. 4. The gasket decomposition of the loop-decorated quadrangulation \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$({\mathfrak {q}},\boldsymbol{\ell })$$\end{document} in Fig. 2. On the left is the gasket \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {g}}$$\end{document} , whereas on the right are the other connected components. All of these come with a deterministic choice of root edge, that we did not represent. To be precise, we stress that the gluing operation also requires rooted holes (this is discussed thoroughly in [6, Section 2.2])

This property of the gasket, together with the following spatial Markov property (borrowed from [16, Lemma 1]), is the cornerstone of the gasket decomposition approach, relating properties of the loop-decorated maps to that of their gaskets. It is also the starting point of the multiplicative cascades of Chen, Curien and Maillard [7].

Proposition 2.1

(Spatial Markov property of the gasket decompositon). Under \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathbb {P}}^{(p)}$$\end{document} , let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$({\mathfrak {q}}, \boldsymbol{\ell })$$\end{document} be a loop–O(n) decorated quadrangulation with perimeter 2p. Conditionally on the gasket \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {g}}$$\end{document} and its holes \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {h}}_1,\ldots ,{\mathfrak {h}}_l$$\end{document} of degrees \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$2h_1,\ldots ,2h_l$$\end{document} , the loop-decorated maps \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$({\mathfrak {q}}_1, \boldsymbol{\ell }_1),\ldots , ({\mathfrak {q}}_l, \boldsymbol{\ell }_l)$$\end{document} filling in the holes \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {h}}_1,\ldots , {\mathfrak {h}}_l$$\end{document} are independent with respective laws given by \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathbb {P}}^{(h_1)}, \ldots , {\mathbb {P}}^{(h_l)}$$\end{document} .

Remark 2.2

We shall often need a stopping line4 version of the above spatial Markov property. We feel free to simply mention it as we go without providing the details.

The Bouttier–Di Francesco–Guitter bijection and the Janson–Stefánsson trick

The Bouttier–Di Francesco–Guitter (BDG) bijection. The BDG bijection [37] gives a way to encode (pointed) bipartite planar maps via trees that is particularly suited to Boltzmann planar maps [9, 38]. It will be convenient to work with the slight modification of [7]. Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$({\mathfrak {m}},\rho )$$\end{document} be a pointed bipartite planar map of perimeter 2p, that is a planar map together with a distinguished vertex \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\rho $$\end{document} . The following algorithm uses a four-step procedure to build a forest out of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$({\mathfrak {m}},\rho )$$\end{document} – see Fig. 5:

• Step 1. Draw a dual vertex inside each face of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {m}}$$\end{document} , including the external face. Dual vertices are coloured black, while primal vertices are white. Label the white vertices with their distances with respect to \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\rho $$\end{document} *. As * \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {m}}$$\end{document} is bipartite, the labels of any two adjacent vertices differ by exactly 1.
• Step 2. Connect a white vertex to a black vertex (corresponding to some face) if the next clockwise white vertex around that face has a smaller label.
• Step 3. Remove the edges of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {m}}$$\end{document} * and the marked vertex* \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\rho $$\end{document} . This produces a tree [37].
• Step 4. Remove the external black vertex \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$v_{\text {ext}}$$\end{document} * and its neighbouring edges. This results in p trees, rooted at the neighbours of * \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$v_{\text {ext}}$$\end{document} . We choose one of them, * \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {t}}_1$$\end{document} , to be the first one uniformly at random, and shift all the labels in the trees so that the root of * \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {t}}_1$$\end{document} has label 0. The output is actually a forest of mobiles. We refer to [9, 37] for more details on mobiles and for a description of the reverse construction. From now on we forget the labels in the trees.Fig. 5. The Bouttier–Di Francesco–Guitter bijection. Left: the planar map \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {m}}$$\end{document} is represented in blue, with its marked (square) vertex \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\rho $$\end{document} . We draw additional (dashed) edges between a vertex and a face according to Step 2. Right: The forest obtained by disconnecting the external vertex \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$v_{\text {ext}}$$\end{document} – the number of trees corresponds to the half-perimeter of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {m}}$$\end{document}

The BDG bijection works particularly well with Boltzmann planar maps [38]. It is possible to define pointed Boltzmann planar maps \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {m}}_{\bullet }:=({\mathfrak {m}},\rho )$$\end{document} with perimeter 2p, where \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {m}}$$\end{document} is Boltzmann distributed, and conditionally on \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {m}}$$\end{document} , \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\rho $$\end{document} is a uniformly chosen vertex. In other words, the pointed measure is given by the same weights as in (2.1), but different normalising constant taking care of the uniformly chosen vertex (one can prove that such a normalisation is possible, see [39, Corollary 23]). Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {m}}_{\bullet }$$\end{document} be a pointed Boltzmann planar map with perimeter 2p, and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathscr {F}}^{(p)}_{\text {BDG}}$$\end{document} the forest of mobiles constructed by running the BDG algorithm. Marckert and Miermont [38, Proposition 7] proved that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathscr {F}}^{(p)}_{\text {BDG}}$$\end{document} is a two–type Galton–Watson forest with reproduction law given explicitly in terms of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\hat{\boldsymbol{g}}$$\end{document} .

The Janson–Stefánsson (JS) trick. Using the Janson–Stefánsson trick [40], one can transform the two-type Galton–Watson trees output of the BDG bijection into Galton–Watson trees (with no types). The transformation keeps the same vertices but changes the set of edges, with the interesting feature that white vertices are mapped to leaves, whereas black vertices are mapped to internal vertices. It goes recursively as follows (see Fig. 6):Suppose a plane bipartite tree \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {t}}$$\end{document} is given (the root r *is taken to be white). Consider the children of *r, say \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$r_1,\ldots , r_J$$\end{document} (labelled from left to right). Set \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$r_1$$\end{document} as the new root. Draw an edge between \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$r_j$$\end{document} *and * \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$r_{j+1}$$\end{document} \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(1\le j\le J-1)$$\end{document} , and finally an edge between \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$r_J$$\end{document} and r. Then carry on for the next generations: if \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$w\ne r$$\end{document} is a white vertex, denote its offspring by \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$b_1,\ldots ,b_K$$\end{document} and its parent by \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$b_0$$\end{document} . Connect \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$b_0$$\end{document} to \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$b_1$$\end{document} , then \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$b_k$$\end{document} to \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$b_{k+1}$$\end{document} \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(1\le k\le K-1)$$\end{document} and finally \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$b_K$$\end{document} to w *(if *w has no children, we just connect \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$b_0$$\end{document} to w).Fig. 6. The Janson–Stefánsson trick. On the left is the original tree \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {t}}$$\end{document} , and on the right the new tree in red (with the old tree \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {t}}$$\end{document} in dotted line). The root vertex is represented by a square. Observe that the white vertices are the leaves of the new tree

Then Janson and Stefánsson [40] derived the law of the image \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathscr {F}}^{(p)}_{\text {JS}}$$\end{document} under this mapping of the above forest \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathscr {F}}^{(p)}_{\text {BDG}}$$\end{document} (obtained after running the BDG algorithm on a pointed Boltzmann map). Explicitly, \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathscr {F}}^{(p)}_{\text {JS}}$$\end{document} is a forest of p i.i.d. Galton-Watson trees with offspring distribution

$$[eqn]$$

where \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$Z_{\hat{\boldsymbol{g}}}$$\end{document} is the smallest positive root of the equation

$$[eqn]$$

See also [7, 41]. For Boltzmann maps corresponding to the gaskets of loop–O(n) quadrangulations in the non-generic critical regime, it is known that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$Z_{\hat{\boldsymbol{g}}} = \frac{1}{4h}$$\end{document} (see [6, Section 4.1] and [39, Section 2.3]). In this context, the non-generic criticality condition can be recast in terms of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\mu _{\text {JS}}$$\end{document} . More precisely, fix a set of parameters (n; g, h) in the non-generic critical region. Then one of the following two cases holds:

• (A)The set of parameters (n; g, h) satisfies either of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {\left\{ \begin{array}{ll} (1.3) \text { and } n\in (0,2);\\ (1.6) \text {, } g = \frac{h}{2} \text { and } n=2; \end{array}\right. } $$\end{document}
• (B)The set of parameters (n; g, h) satisfies (1.6), \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$g<\frac{h}{2}$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} . Recall the relation (1.5) between \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\alpha $$\end{document} and n when \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0, 2)$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\alpha = \frac{3}{2}$$\end{document} when \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} , and let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\hat{\boldsymbol{g}}$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\mu _{\text {JS}}$$\end{document} as in (2.2) and (2.3). Then the offspring distribution \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\mu _{\text {JS}}$$\end{document} has mean one and satisfies

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \mu _{\text {JS}}(k) \sim C_{\text {JS}} {\left\{ \begin{array}{ll} k^{-\alpha -1}, \quad & \text { in Case (A), }\\ k^{-5/2}\ln (k), \quad & \text { in Case (B), } \end{array}\right. } \quad \text {as } k\rightarrow \infty , \end{aligned}$$\end{document}

for some constant \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$C_{\text {JS}}>0$$\end{document} . In particular, for Boltzmann maps corresponding to the gaskets of loop–O(n) quadrangulations in the non-generic critical regime, the Galton–Watson trees appearing in \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathscr {F}}^{(p)}_{\text {JS}}$$\end{document} are critical.

Since the estimates are different in Case (A) and Case (B), it will often be important to split the proofs according to these two cases. We therefore emphasise that these cases are globally defined throughout the paper.

Random walk encoding. Going one step further in the above chain of transformations, we may now encode the Galton–Watson trees using Łukasiewicz paths [42, Section 1.1]. Under \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathbb {P}}$$\end{document} , let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(X_i)_{i\ge 1}$$\end{document} be an i.i.d. sequence of random variables in \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\{-1,0,1,\ldots \}$$\end{document} , with common distribution

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {\mathbb {P}} (X_1 = k-1) = \mu _{\text {JS}}(k), \quad k\ge 0. \end{aligned}$$\end{document}

Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$S_n:= X_1 + \cdots + X_n$$\end{document} , \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\ge 1$$\end{document} , the associated random walk. Define also, for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p>0$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} T_p:= \inf \{n\ge 1, \; S_n=-p\}, \quad \text {and} \quad L_p:= \sum _{i=1}^{T_p} \mathbb {1}_{\{X_i=-1\}}. \end{aligned}$$\end{document}

Notice by Definition 2.5 that, in the non-generic critical case, the random walk lies in the domain of attraction of a spectrally positive \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\alpha $$\end{document} –stable process.

We summarise the previous chain of transformations, from pointed Boltzmann maps to random walks, by the following key formula, which is the starting point of the analysis for the multiplicative cascades of Chen, Curien and Maillard (see [7, Equations (8)–(9)]). We use the same notation as [7] for continuity of literature. Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\textsf {Deg}^{\downarrow }_f ({\mathfrak {m}})$$\end{document} be the eventually-zero sequence of degrees of faces in a bipartite planar map \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {m}}$$\end{document} , ranked in descending order (with some deterministic way to break ties). Observe by the gasket decomposition (see (2.1) and (2.2)) that if \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {g}}$$\end{document} denotes the gasket of a loop–O(n) quadrangulation \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$({\mathfrak {q}},\boldsymbol{\ell })$$\end{document} , \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\textsf {Deg}^{\downarrow }_f ({\mathfrak {g}})$$\end{document} records the perimeters of the outermost loops in \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$({\mathfrak {q}}, \boldsymbol{\ell })$$\end{document} , except for some entries (equal to 4) corresponding to regular quadrangles not crossed by a loop. Likewise, define \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\textsf {Deg}^{\downarrow }_{\bullet } ({\mathscr {F}})$$\end{document} to be the (eventually-zero and descending) sequence of degrees of black vertices in a forest of bipartite trees, and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\textsf {Deg}^{\downarrow }_{\text {out}} ({\mathscr {F}})$$\end{document} the sequence of outdegrees (i.e. number of children) in a forest of trees. Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\circ \big ({\mathscr {F}}^{(p)}_{\text {BDG}}\big )$$\end{document} be the set of white vertices in \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathscr {F}}^{(p)}_{\text {BDG}}$$\end{document} . Finally, let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\boldsymbol{X}}^{(p)}$$\end{document} be the (eventually-zero, descending) sequence made out of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(X_i+1)_{1\le i\le T_p}$$\end{document} . Under \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathbb {P}}$$\end{document} , let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {B}}_{\hat{\boldsymbol{g}}}^{(p)}$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {B}}_{\hat{\boldsymbol{g}}}^{(p), \bullet }$$\end{document} denote respectively a Boltzmann planar map and a pointed Boltzmann planar map with weights \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\hat{\boldsymbol{g}}$$\end{document} and fixed perimeter 2p. For all non-negative measurable \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\varphi : {\mathbb {N}}^{{\mathbb {N}}^*} \rightarrow {\mathbb {R}}$$\end{document} , the previous chain of transformations translates to

$$[eqn]$$

We shall use (2.8) several times in our estimates of Sect. 3 to grasp information on the planar maps from random walk arguments.

The multiplicative cascade of Chen, Curien and Maillard

We describe the multiplicative cascade setup of Chen, Curien and Maillard [7] that is relevant to our work, and present some of the results that we will use for the derivation of Theorem A. Although they restrict to \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0,2)$$\end{document} , the construction makes sense for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0,2]$$\end{document} with our definitions. We comment on the extension to the case \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} as we go along.

Nested loops and perimeter cascade. We start by encoding the nesting structure of the O(n) loops using the Ulam tree

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {{\mathcal {U}}} := \bigcup _{i\ge 0} ({\mathbb {N}}^*)^i, $$\end{document}

where \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathbb {N}} =\{0,1,2,\ldots \}$$\end{document} , \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathbb {N}}^*= {\mathbb {N}}\setminus \{ 0\}$$\end{document} , and by definition, \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$({\mathbb {N}}^*)^0$$\end{document} contains a single label denoted \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\varnothing $$\end{document} . As usual, for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$u,v\in {{\mathcal {U}}}$$\end{document} , we denote by uv the concatenation of u and v (with \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\varnothing u = u\varnothing =u$$\end{document} ), and by |u| the length or generation of u (with \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$|\varnothing |=0$$\end{document} ). For \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$0\le i\le |u|$$\end{document} , we denote by \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$u_i$$\end{document} the ancestor of u at generation i.

Under \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathbb {P}}^{(p)}$$\end{document} , let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$({\mathfrak {q}}, \boldsymbol{\ell })$$\end{document} be a loop–O(n) quadrangulation of perimeter 2p. Then we give labels in \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\mathcal {U}}}$$\end{document} to the loops in \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\boldsymbol{\ell }$$\end{document} in the following way. Add an imaginary loop around the boundary of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {q}}$$\end{document} , and label it with \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\varnothing $$\end{document} . Then the outermost loops are considered to be the children of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\varnothing $$\end{document} . More precisely, we rank them in descending order of their perimeters, labelling them with \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$1, 2, \ldots $$\end{document} (breaking any potential tie in a deterministic way). Finally, we carry on in the same way for later generations, i.e. children of the loop labelled \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$u\in {{\mathcal {U}}}$$\end{document} are the ui, \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$i\in {\mathbb {N}}^*$$\end{document} , ranked by decreasing perimeter. For any label \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$u\in {{\mathcal {U}}}$$\end{document} , we define \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\chi ^{(p)}(u)\in {\mathbb {N}}$$\end{document} to be the half-perimeter of the loop with label u, with the convention that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\chi ^{(p)}(u)=0$$\end{document} if there is no such loop. We call \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(\chi ^{(p)}(u), u\in {{\mathcal {U}}})$$\end{document} the discrete perimeter cascade. The gasket decomposition (Proposition 2.1) ensures that the collection \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(\chi ^{(p)}(u), u\in {{\mathcal {U}}})$$\end{document} is a branching Markov chain under \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathbb {P}}^{(p)}$$\end{document} . We shall denote by \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$({\mathfrak {q}}(u), \boldsymbol{\ell }(u))$$\end{document} the loop–decorated quadrangulation inside the loop labelled by u (if any), that is the connected component obtained inside the loop u after deleting it together with the edges it crosses. If no such loop exists, we take \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$({\mathfrak {q}}(u), \boldsymbol{\ell }(u))$$\end{document} to be the empty map. Note that the half-perimeter of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$({\mathfrak {q}}(u), \boldsymbol{\ell }(u))$$\end{document} is \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\chi ^{(p)}(u)$$\end{document} . We also write V(u) for the volume of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$({\mathfrak {q}}(u), \boldsymbol{\ell }(u))$$\end{document} . As a consequence of the spatial Markov property of the gasket decomposition (Proposition 2.1), we have in particular the identity, for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\ell \ge 1$$\end{document} :

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {\mathbb {E}}^{(p)} \bigg [ \sum _{|u|=\ell } V(u) \bigg ] = {\mathbb {E}}^{(p)} \bigg [ \sum _{|u|=\ell } {\overline{V}}(\chi ^{(p)}(u)) \bigg ]. \end{aligned}$$\end{document}

Convergence towards the multiplicative cascade. For \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0,2)$$\end{document} , Chen, Curien and Maillard [7] proved the convergence of the discrete perimeter cascade \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(\chi ^{(p)}(u), u\in {{\mathcal {U}}})$$\end{document} towards the following continuous multiplicative cascade. Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\zeta $$\end{document} be a spectrally positive \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\alpha $$\end{document} –stable Lévy process, with \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\alpha \in (1,2)$$\end{document} as in (1.5), so that for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$s\ge 0$$\end{document} , \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathbb {E}}[\text {e}^{-q\zeta _s}] = \exp (c_\alpha s q^{\alpha })$$\end{document} for some constant \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$c_\alpha >0$$\end{document} which is irrelevant to the construction. Since \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\zeta $$\end{document} does not drift to infinity, we can define

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \tau := \inf \{s>0, \; \zeta _s=-1\} <\infty , \quad \text {a.s.} \end{aligned}$$\end{document}

Finally, let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\nu _{\alpha }$$\end{document} be the probability measure on \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$({\mathbb {R}}_+)^{{\mathbb {N}}^*}$$\end{document} defined by

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \int _{({\mathbb {R}}_+)^{{\mathbb {N}}^*}} \nu _{\alpha } (\text {d} {\textbf{x}}) F({\textbf{x}}) = \frac{{\mathbb {E}}[\frac{1}{\tau } F((\boldsymbol{\Delta \zeta })_{\tau }^{\downarrow })]}{{\mathbb {E}}[\frac{1}{\tau }]}, \end{aligned}$$\end{document}

where \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(\boldsymbol{\Delta \zeta })_{\tau }^{\downarrow }$$\end{document} denotes the collection of jumps made by \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\zeta $$\end{document} up to time \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\tau $$\end{document} , ranked in descending order. In order to define the multiplicative cascade, we take an i.i.d. collection \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$((\xi ^{(u)}_i)_{i\ge 1}, u\in {{\mathcal {U}}})$$\end{document} with common law \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\nu _{\alpha }$$\end{document} . The multiplicative cascade with offspring distribution \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\nu _{\alpha }$$\end{document} is then the collection \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(Z_{\alpha }(u), u\in {{\mathcal {U}}})$$\end{document} defined recursively by \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$Z_{\alpha }(\varnothing )=1$$\end{document} and for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$u\in {{\mathcal {U}}}$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$i\in {\mathbb {N}}^*$$\end{document} , \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$Z_{\alpha }(ui)= Z_{\alpha }(u)\cdot \xi _i^{(u)}$$\end{document} . The main result of Chen, Curien and Maillard in [7] concerns the convergence of the discrete cascade towards the limiting multiplicative cascade as the perimeter goes to infinity.

Theorem 2.3

([7, Theorem 1]). Suppose \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0,2)$$\end{document} . The following convergence in distribution holds in \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\ell ^\infty ({{\mathcal {U}}})$$\end{document} :

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ \frac{1}{p} (\chi ^{(p)}(u), u\in {{\mathcal {U}}}) \xrightarrow [p\rightarrow \infty ]{(\text {d})} (Z_{\alpha }(u), u\in {{\mathcal {U}}}). $$\end{document}

One should not be surprised by the appearance of the \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\alpha $$\end{document} –stable process in the limiting cascade. Indeed, the loops correspond to (large) faces of the gasket, whose perimeters are encoded by the increments of the random walk S after performing the Janson–Stefánsson trick (see equation (2.8)). Such a random walk is in the domain of attraction of an \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\alpha $$\end{document} –stable process (see (2.6)) – from now on, we can assume that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$c_\alpha $$\end{document} has been chosen so that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$S_n$$\end{document} scales to \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\zeta $$\end{document} . Furthermore, again in light of (2.8), the \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\tau ^{-1}$$\end{document} bias in (2.11) can be understood as a scaling limit of the \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L_p$$\end{document} term.

Additive martingales and the Biggins transform. We gather here for future purposes some additional results that were obtained in [7]. Notice that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(-\ln (Z_\alpha (u)), u\in {{\mathcal {U}}})$$\end{document} is a branching random walk. One key feature of the discrete and continuous cascades is therefore the so-called Biggins transform, which captures asymptotic information about the cascades. These are defined respectively via

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \phi ^{(p)}(\theta ) = {{\mathbb {E}}}^{(p)}\bigg [\sum _{\left\lvert u\right\rvert =1}\bigg (\frac{\chi ^{(p)}(u)}{p}\bigg )^{\theta }\bigg ], \quad \text {and} \quad \phi _{\alpha }(\theta ) = {{\mathbb {E}}}\bigg [\sum _{\left\lvert u\right\rvert =1}(Z_{\alpha }(u))^{\theta }\bigg ]. \end{aligned}$$\end{document}

As it turns out, the limiting Biggins transform \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\phi _{\alpha }$$\end{document} can be calculated explicitly.

Proposition 2.4

([7, Equation (17)]). For all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\alpha \in (1, 2)$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\theta \in {{\mathbb {R}}}$$\end{document} , we have

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ \phi _{\alpha }(\theta ) = {\left\{ \begin{array}{ll} \frac{\sin (\pi (2-\alpha ))}{\sin (\pi (\theta -\alpha ))}, & \text {if } \theta \in (\alpha ,\alpha +1), \\ +\infty , & \text {otherwise}. \end{array}\right. } $$\end{document}

It is standard that, by the branching property, \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\phi _\alpha $$\end{document} paves the way for additive martingales (see [7, Section 4.1]). Of special importance is the so-called Malthusian martingale, which corresponds to the minimal solution \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\theta _{\alpha }\in (\alpha ,\alpha +1)$$\end{document} of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\phi _{\alpha }(\theta )=1$$\end{document} . From Proposition 2.4, it is easily seen that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\theta _{\alpha } = \min (2, 2\alpha -1)$$\end{document} , leading to the martingale

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} W_{\ell }:= \sum _{|u|=\ell } (Z_{\alpha }(u))^{\theta _{\alpha }}, \quad \ell \ge 0. \end{aligned}$$\end{document}

Observe that the expression of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\theta _\alpha $$\end{document} matches that of the growth exponent for the mean volume in Budd’s asymptotics (1.10). The value of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\theta _{\alpha }$$\end{document} is such that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\theta _{\alpha }=2$$\end{document} in the dilute case ( \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\alpha >3/2$$\end{document} ), while \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\theta _{\alpha }=2\alpha -1$$\end{document} in the dense case ( \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\alpha <3/2$$\end{document} ). In the O(2) model, where \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\alpha = 3/2$$\end{document} , the two exponents collapse to a single one, \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\theta _\alpha = 2$$\end{document} . Chen, Curien and Maillard proved the convergence of the martingale \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(W_{\ell })_{\ell \ge 0}$$\end{document} and determined the law of the limit \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$W_{\infty }$$\end{document} , cf. Theorem 1.1. In addition, they proved the following convergence result for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0,2)$$\end{document} . One can check that the proof transfers without change to the case \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} once Proposition C.3 is established. Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\mathcal {U}}}_{\ell }:= \{u\in {{\mathcal {U}}}, \; |u|=\ell \}$$\end{document} , \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\ell \in {\mathbb {N}}^*$$\end{document} .

Proposition 2.5

([7, Proposition 15 and Lemma 16]). Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\ell \in {\mathbb {N}}^*$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0,2]$$\end{document} . The following convergence in distribution holds in \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\ell ^{\theta }({{\mathcal {U}}}_{\ell })$$\end{document} for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\theta >\alpha $$\end{document} :

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ \frac{1}{p} (\chi ^{(p)}(u), u\in {{\mathcal {U}}}_{\ell }) \xrightarrow [p\rightarrow \infty ]{(d)} (Z_{\alpha }(u), u\in {{\mathcal {U}}}_{\ell }). $$\end{document}

The derivative martingale of the multiplicative cascade

In this section, we work under the assumption that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} , hence \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\alpha = 3/2$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\theta _\alpha =2$$\end{document} . This case corresponds to the so-called boundary case in the setting of branching random walks [43], in which the Biggins transform (2.12) satisfies \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\phi '_\alpha (\theta _\alpha )=0$$\end{document} .

Boundary case of the multiplicative cascade. We start by recalling a few properties of branching random walks in the boundary/non-boundary cases. We only work in a restrictive setup and refer to [32, 43] for details and more general results. Moreover, to stick to the framework of our paper, we will describe these in terms of a generic multiplicative cascade X rather than branching random walks. Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\phi _X$$\end{document} its Biggins transform, defined as in (2.12) with X in place of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$Z_\alpha $$\end{document} . We assume that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\phi _X$$\end{document} is finite on an interval \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(a,b) \subset {\mathbb {R}}_+$$\end{document} and that there exists a value \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\theta _X \in (a,b)$$\end{document} such that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\phi _X(\theta _X)=1$$\end{document} . Since \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\phi _X$$\end{document} is convex, one may further assume that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\phi _X'(\theta _X) \le 0$$\end{document} by choosing the smallest root of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\phi _X-1$$\end{document} (provided \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\phi _X$$\end{document} is non-constant). By the branching property, one can see that the process

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ W_{\ell }^X := \sum _{|u|=\ell } X(u)^{\theta _X}, \quad \ell \ge 0, $$\end{document}

is a martingale. Since it is non-negative, it must converge almost surely to some limit \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$W_\infty ^X$$\end{document} as \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\ell \rightarrow \infty $$\end{document} . It is then important to know whether \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$W_\infty ^X$$\end{document} is degenerate or not.

The non-boundary case corresponds to \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\phi ^\prime _{X}(\theta _{X})$$\end{document} \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$<0$$\end{document} . In this case, the Biggins martingale convergence theorem [32, Theorem 3.2] implies that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$W_\infty ^X$$\end{document} is non-degenerate and in fact \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$W_\ell ^X \rightarrow W_\infty ^X$$\end{document} in \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L^1$$\end{document} . For future reference, we also recall from [32, Theorem 1.3] that in this case, the extremal particles in the cascade decay exponentially: there exists \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\upsilon >0$$\end{document} such that on the event of non-extinction,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \frac{1}{\ell } \ln \Big (\sup _{|u|=\ell } X(u)\Big ) \rightarrow - \upsilon , \qquad \text {almost surely as } \ell \rightarrow \infty , \end{aligned}$$\end{document}

which implies that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\sup _{|u|=\ell } X(u) \rightarrow 0$$\end{document} almost surely as \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\ell \rightarrow \infty $$\end{document} .

In the boundary case, however, \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\phi ^\prime _{X}(\theta _{X})=0$$\end{document} and the Biggins martingale convergence theorem yields that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$W_\infty ^X=0$$\end{document} almost surely. Therefore, the convergence of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$W_\ell ^X$$\end{document} towards \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$W_\infty ^X$$\end{document} does not provide precise enough information, and one needs to look at the next order term. In fact, because of the assumption \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\phi ^\prime _{X}(\theta _X)= 0$$\end{document} , the process

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ D_{\ell }^X := - \sum _{|u|=\ell } X(u)^{\theta _X}\ln (X(u)), \quad \ell \ge 0, $$\end{document}

obtained by “differentiating” \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$W^X_\ell $$\end{document} with respect to the exponent \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\theta _X$$\end{document} , is now a martingale. This martingale is no longer non-negative, but under our assumptions it is possible to show that it converges almost surely to some non-negative random variable \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$D_\infty ^X$$\end{document} . Under mild conditions, this limit is non-degenerate. We provide a more detailed account on these conditions in the case of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$Z_\alpha $$\end{document} in the next paragraph.

The law of the derivative martingale. The derivative martingale as introduced in (1.18) has the expression

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ D_{\ell } := - 2 \sum _{|u|=\ell } (Z_{\alpha }(u))^{2}\ln (Z_{\alpha }(u)), \quad \ell \ge 0. $$\end{document}

Under the assumption

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {{\mathbb {E}}}\bigg [\sum _{\left\lvert u\right\rvert =1}(Z_{\alpha }(u))^{2}(\ln Z_{\alpha }(u))^{2}\bigg ] < \infty , \end{aligned}$$\end{document}

(which holds since \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\phi _\alpha (\theta )<\infty $$\end{document} in a neighborhood of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\theta _\alpha =2$$\end{document} ), \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$D_\infty :=\lim _{\ell \rightarrow \infty } D_\ell $$\end{document} exists a.s. and is non-negative. The necessary and sufficient condition for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$D_\infty >0$$\end{document} on the event of non-extinction is provided respectively by [44] and [45], and reads

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {{\mathbb {E}}}[W_1(\ln _+ W_1)^2]< \infty \quad \text {and} \quad {{\mathbb {E}}}[Y\ln _+Y] < \infty , \end{aligned}$$\end{document}

for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$Y = \sum _{|u|=1}(Z_{\alpha }(u))^2\ln _+ \Big (\frac{1}{Z_{\alpha }(u)}\Big )$$\end{document} . Here and throughout \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\ln _+(x) = \max (0, \ln x)$$\end{document} .

Proposition 2.6

We have \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$D_\infty >0$$\end{document} a.s. and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\frac{1}{D_\infty }$$\end{document} is exponentially distributed with parameter 1.

Proof

A sufficient condition for condition (2.16) is the existence of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\eta >0$$\end{document} such that

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {\mathbb {E}}\bigg [ \bigg ( \sum _{|u|=1}(Z_{\alpha }(u))^{\theta }\bigg )^{1+\eta }\bigg ]<\infty , $$\end{document}

for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\theta $$\end{document} in a neighborhood of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\theta _\alpha =2$$\end{document} . It is a consequence of Theorem 3.2 and Proposition 2.5. Now let

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \psi (x) = \psi _{\frac{3}{2}, 2}(x) = \int ^{\infty }_0 \text {e}^{-xy-\frac{1}{y}} \frac{\text {d} y}{y^2} = \int ^{\infty }_0 \text {e}^{-\frac{x}{t} - t}\text {d}t, \end{aligned}$$\end{document}

as in (1.15). Then \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\psi (x)$$\end{document} is the Laplace transform of the inverse-exponential distribution with parameter 1. By [7, Lemma 10], \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\psi $$\end{document} satisfies the following functional equation:

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \psi (x) = {{\mathbb {E}}}\bigg [\prod ^{\infty }_{i=1} \psi \big (x(Z_{\frac{3}{2}}(i))^2\big )\bigg ], \quad x\ge 0. \end{aligned}$$\end{document}

This equation is a particular case of the so-called smoothing transform. By [46, Theorem 1.5] (with \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$T_j = (Z_{\alpha }(j))^2$$\end{document} , \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\alpha = r = 1$$\end{document} in their setup), such a solution \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\psi $$\end{document} must be the Laplace transform of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$D_\infty $$\end{document} , up to a scaling factor. Hence \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$1/D_{\infty }$$\end{document} has exponential distribution. By [47], \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathbb {P}}(D_\infty \ge x)\sim \frac{1}{x}$$\end{document} as \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$x\rightarrow \infty $$\end{document} , which shows that the parameter of the exponential distribution is 1. \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\square $$\end{document}

Estimates for the left-continuous random walk S and Kemperman’s formula

We first gather some estimates for the times \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$T_p$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L_p$$\end{document} of (2.7) that will be helpful in light of formula (2.8). They can be seen as consequences or analogues of [7, Section 2.3.1]. By [48, Lemma 2.1] and its proof,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {\mathbb {P}}(T_1 > k)={\mathbb {P}}\Big (\min _{0\le j\le k} S_j\ge 0\Big ) \sim k^{-1/\alpha } \ell (k), \qquad {\mathbb {P}}\Big (\max _{0\le j\le k} S_j\le 0 \Big ) \sim k^{-(1-1/\alpha )} \overline{\ell }(k),\nonumber \\ \end{aligned}$$\end{document}

where \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\ell , \overline{\ell }$$\end{document} are slowly varying functions such that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\ell (k)\overline{\ell }(k)$$\end{document} converges to a positive constant as k goes to infinity. Recall the two Cases (A) and (B) for the offspring distribution \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\mu _{\text {JS}}$$\end{document} in (2.5). Using [49, Theorem 1] for the asymptotics of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathbb {P}}(\max _{0\le j\le k} S_j\le 0)$$\end{document} , we deduce the more precise asymptotics

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {\mathbb {P}}(T_1 > k) \sim {\left\{ \begin{array}{ll} C k^{-1/\alpha }, & \text { in Case (A),}\\ C (k\ln (k))^{-2/3}, & \text { in Case (B), } \end{array}\right. } \quad \text {as } k\rightarrow \infty . \end{aligned}$$\end{document}

It will be convenient to set

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} f(p) = {\left\{ \begin{array}{ll} p^{\alpha }, & \text { in Case (A),}\\ p^{3/2}(\ln p + 1)^{-1}, & \text { in Case (B).} \end{array}\right. } \end{aligned}$$\end{document}

Observe that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$f(p)^{-1/\alpha } \ell (f(p)) \sim C/p$$\end{document} as p goes to infinity. By the invariance principle applied to the random walk \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(T_p,\,p\ge 1)$$\end{document} , \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\frac{T_p}{f(p)}$$\end{document} converges in distribution towards \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\tau $$\end{document} , the hitting time of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$-1$$\end{document} by the stable process \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\zeta $$\end{document} , a fact that could also be deduced from the invariance principle of the random walk S. On the other hand, using that for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$k\ge p$$\end{document} , \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathbb {P}}(T_p\le k) \le {\mathbb {P}}(T_1\le k)^p$$\end{document} , Equation (2.18) shows that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\frac{f(p)}{T_p}$$\end{document} is bounded in any \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L^r$$\end{document} , \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$r\ge 1$$\end{document} , and in particular

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ f(p){{\mathbb {E}}}\Big [\frac{1}{T_p}\Big ] \underset{p\rightarrow \infty }{\longrightarrow }{\mathbb {E}}[1/\tau ]. $$\end{document}

Since \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L_p=\sum _{i=1}^{T_p} \mathbb {1}_{\{X_i=-1\}}$$\end{document} , the law of large numbers entails that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\frac{L_p}{T_p} \rightarrow {\mathbb {P}}(X_1=-1)=\mu _{\text {JS}}(0)$$\end{document} in probability. The following inequality is Equation (14) of [7, Lemma 5] whose proof transfers to the case \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} without change: there exists a constant \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$c>0$$\end{document} , for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$K\ge 2/\mu _{\text {JS}}(0)$$\end{document} , and all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\ge 1$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {\mathbb {P}}\bigg (\frac{T_p}{L_p}\ge K \bigg ) \le c^{-1} \text {e}^{-cKp}. \end{aligned}$$\end{document}

As a consequence, we have the following convergence:

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} f(p){{\mathbb {E}}}\Big [\frac{1}{1+L_p}\Big ] \underset{p\rightarrow \infty }{\longrightarrow }\mu _{\text {JS}}(0)^{-1} {\mathbb {E}}[1/\tau ], \end{aligned}$$\end{document} \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {{\mathbb {E}}}\Big [\frac{T_{p}}{1+L_{p}} \Big ] \underset{p\rightarrow \infty }{\longrightarrow }\ \mu _{\text {JS}}(0)^{-1}. \end{aligned}$$\end{document}

It will also be convenient to state here for future reference the following technical proposition, which expresses the exchangeability of the increments of the random walk \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(S_k)_{k \ge 1}$$\end{document} in (2.6). Such identities are valid for left-continuous random walks, in the sense that the increments satisfy a.s. \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$X_i \ge -1$$\end{document} for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$i\ge 1$$\end{document} . They already appear in the work of Chen, Curien and Maillard [7]; for more general context, see also [50, Section 6.1] and references therein.

Proposition 2.7

([7, Theorem 2 & Proposition 6]). Assume that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$T_1<\infty $$\end{document} a.s. For any positive measurable function \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$f:{{\mathbb {Z}}}\rightarrow {\mathbb {R}}$$\end{document} and any \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\ge 2$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {\mathbb {E}} \bigg [\frac{1}{T_p-1}\sum _{i=1}^{T_p} f(X_i)\bigg ] = {\mathbb {E}}\bigg [\frac{p}{p+X_1} f(X_1)\bigg ]. $$\end{document}

More generally, if moreover \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$g:\bigcup _{j=1}^\infty {{\mathbb {Z}}}^j\rightarrow {\mathbb {R}}_+$$\end{document} is a symmetric measurable function,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {\mathbb {E}} \bigg [\frac{1}{T_p-1}\sum _{i=1}^{T_p} f(X_i)g((X_j)_{j\ne i,j\le T_p})\bigg ] = {\mathbb {E}}\bigg [\frac{p}{p+X_1} f(X_1) {\mathbb {E}}[g((X_j)_{j\le T_q})]_{q=p+X_1}\bigg ]. $$\end{document}

Discrete Biggins Transform and Discrete Martingales

Uniform tail estimates for the discrete Biggins transform

Recall the definition of the discrete Biggins transform

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \phi ^{(p)}(\theta ) = {{\mathbb {E}}}^{(p)}\bigg [\sum _{\left\lvert u\right\rvert =1}\bigg (\frac{\chi ^{(p)}(u)}{p}\bigg )^{\theta }\bigg ]. \end{aligned}$$\end{document}

Chen, Curien and Maillard proved the convergence of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\phi ^{(p)}(\theta )$$\end{document} for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\theta \in (\alpha ,\alpha +1)$$\end{document} towards the Biggins transform \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\phi _\alpha (\theta )$$\end{document} of the multiplicative cascade, namely

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \phi _{\alpha }(\theta ) = {{\mathbb {E}}}\bigg [\sum _{\left\lvert u\right\rvert =1}(Z_{\alpha }(u))^{\theta }\bigg ]. \end{aligned}$$\end{document}

In this section, we establish uniform tail estimates for the discrete Biggins transform \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\phi ^{(p)}$$\end{document} . These estimates will be helpful to control the size of the offspring of typical loops in the discrete multiplicative cascade \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(\chi ^{(p)}(u),u\in {{\mathcal {U}}})$$\end{document} . As we shall see, this will enable us to rule out the contribution of a bad region of the map to the volume in the scaling limit as \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\rightarrow \infty $$\end{document} (namely those which do not satisfy the moderate increments property of Definition 5.4). We first consider the tail of sums related to the Biggins transform in the following lemma.

Lemma 3.1

Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\theta \in (\alpha ,\alpha +1)$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$r\in (0, 1/(\alpha +1))$$\end{document} . There exists a constant \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$C>0$$\end{document} such that, for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\ge 2$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$A>1$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {{\mathbb {P}}}\bigg (\sum ^{T_{p}}_{i=1}\left( \frac{X_i+1}{p}\right) ^\theta >A\bigg ) \le C A^{- r }. $$\end{document}

Proof

Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\varepsilon \in (0,1)$$\end{document} (to be determined later) and f(p) as defined in Definition 2.19. We now split the above probability as

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned}&{{\mathbb {P}}}\bigg (\sum ^{T_p}_{i=1}\left( \frac{X_i+1}{p}\right) ^{\theta }>A \bigg ) \nonumber \\&\quad = {{\mathbb {P}}}\bigg (\sum ^{T_p}_{i=1}\left( \frac{X_i+1}{p}\right) ^{\theta }>A, \, T_p \le \varepsilon ^{-1} f(p)\bigg ) + {{\mathbb {P}}}\bigg (\sum ^{T_p}_{i=1}\left( \frac{X_i+1}{p}\right) ^{\theta }>A, \, T_p> \varepsilon ^{-1} f(p)\bigg ) \nonumber \\&\quad \le {{\mathbb {P}}}\bigg (\frac{1}{T_p}\sum ^{T_p}_{i=1}\left( \frac{X_i+1}{p}\right) ^{\theta }>\varepsilon f(p)^{-1} A \bigg ) + {{\mathbb {P}}}(T_p> \varepsilon ^{-1} f(p)). \end{aligned}$$\end{document}

By Equation (2.2) in [48, Lemma 2.1], there exists a constant \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$C>0$$\end{document} such that for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\ge 1$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\ge 1$$\end{document} , in the notation of Equation (2.17),

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {{\mathbb {P}}}(T_p > n) = {{\mathbb {P}}}(\min _{1\le i\le n} S_i \ge - {p}) \le C pn^{-1/\alpha }\ell (n). \end{aligned}$$\end{document}

Since \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\ell $$\end{document} is slowly varying, for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\delta >0$$\end{document} , one can find \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$C>0$$\end{document} such that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\ell (ax)\le C a^\delta \ell (x)$$\end{document} for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$a,x\ge 1$$\end{document} . Fix \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\delta >0$$\end{document} . By our choice of f(p), the second term of (3.1) is thus bounded by

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {{\mathbb {P}}}(T_p> \varepsilon ^{-1} f(p)) \le C \varepsilon ^{-\delta }\varepsilon ^{1/\alpha }. \end{aligned}$$\end{document}

On the other hand, we can handle the first term of (3.1) by Markov’s inequality and Proposition 2.7:

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} & {{\mathbb {P}}}\bigg (\frac{1}{T_p}\sum ^{T_p}_{i=1}\left( \frac{X_i+1}{p}\right) ^{\theta }>\varepsilon f(p)^{-1} A \bigg ) \\ & \quad \le \frac{f(p)p^{-\theta }}{\varepsilon A} {\mathbb {E}} \bigg [ \frac{1}{T_p}\sum ^{T_p}_{i=1}(X_i+1)^{\theta }\bigg ] \le \frac{f(p)p^{-\theta }}{\varepsilon A} {\mathbb {E}} \left[ (X_1+1)^{\theta }\frac{p}{p+X_1}\right] . \end{aligned}$$\end{document}

Recall from (2.5) that there are two cases for the tail of the random walk. In Case (A), the step distribution of the walk satisfies \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\mu _{\text {JS}}(k) \le C k^{-\alpha -1}$$\end{document} , so that the expectation

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} & f(p)p^{-\theta } {\mathbb {E}} \bigg [ (X_1+1)^{\theta }\frac{p}{p+X_1}\bigg ]\nonumber \\ & \quad = p^\alpha \sum _{k=1}^{\infty } \mu _{\text {JS}}(k)\left( \frac{k}{p}\right) ^{\theta }\frac{p}{p+k-1} {\le \frac{1}{p} \sum _{k=1}^{\infty } \left( \frac{k}{p}\right) ^{\theta -\alpha -1}\frac{1}{1+\frac{k-1}{p}},} \end{aligned}$$\end{document}

is uniformly bounded over \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\ge 1$$\end{document} , as a Riemann sum. In Case (B), the step distribution satisfies \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\mu _{\text {JS}}(k) \le C k^{-5/2}(\ln k + 1)$$\end{document} , the expectation

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned}&f(p) p^{-\theta } {\mathbb {E}} \bigg [ (X_1+1)^{\theta }\frac{p}{p+X_1}\bigg ] \\&\quad = \frac{p^{3/2}}{(\ln p+1)}\sum _{k=1}^{\infty } \mu _{\text {JS}}(k)\left( \frac{k}{p}\right) ^{\theta }\frac{p}{p+k-1} \\&\quad \le \frac{p^{3/2}}{(\ln p+1)}\sum _{k=1}^{\infty }{k^{-5/2}} \left( \frac{k}{p}\right) ^{\theta }\frac{p}{p+k-1} \Big (\ln \frac{k}{p} + \ln p + 1\Big ) \\&\quad {\le \frac{C}{p} \sum _{k=1}^{\infty } \left( \frac{k}{p}\right) ^{\theta -5/2}\frac{1}{1+\frac{k-1}{p}} + \frac{C}{p(\ln p + 1)} \sum _{k=1}^{\infty } \left( \frac{k}{p}\right) ^{\theta -5/2}\frac{\ln (k/p)}{1+\frac{k-1}{p}},} \end{aligned}$$\end{document}

is again uniformly bounded over \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\ge 1$$\end{document} , since the first term is a Riemann sum and the second term is \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$1/\ln p$$\end{document} multiplied by a Riemann sum. In any case, we end up with the simple bound

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {{\mathbb {P}}}\bigg (\frac{1}{T_p}\sum ^{T_p}_{i=1}\left( \frac{X_i+1}{p}\right) ^{\theta }>\varepsilon f(p)^{-1}A \bigg ) \le \frac{C}{\varepsilon A}. \end{aligned}$$\end{document}

Combining (3.1), (3.2) and (3.4), we have obtained the following bound:

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {{\mathbb {P}}}\bigg (\sum ^{T_p}_{i=1}\left( \frac{X_i+1}{p}\right) ^{\theta }>A\bigg ) \le C\varepsilon ^{-\delta }\varepsilon ^{1/\alpha } + \frac{C}{\varepsilon A}. \end{aligned}$$\end{document}

Take \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\varepsilon = A^{-\alpha /(\alpha +1-\alpha \delta )}$$\end{document} . Plugging this relation into (3.5) implies

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {{\mathbb {P}}}\bigg (\sum ^{T_p}_{i=1}\left( \frac{X_i+1}{p}\right) ^{\theta }>A\bigg ) \le C A^{-\frac{1-\alpha \delta }{\alpha +1-\delta \alpha }}, $$\end{document}

for some constant \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$C>0$$\end{document} . It yields the desired upper bound since \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\delta >0$$\end{document} can be taken arbitrarily small. \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\square $$\end{document}

Theorem 3.2

Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\theta \in (\alpha ,\alpha +1)$$\end{document} , \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\gamma _0 = \min (\frac{\alpha +1-\theta }{\theta },\frac{1}{\alpha +1})$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\eta \in (0, \gamma _0)$$\end{document} . There exists a constant \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$C>0$$\end{document} such that for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\ge 2$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {{\mathbb {E}}}^{(p)}\bigg [\bigg (\sum _{\left\lvert u\right\rvert =1} \bigg (\frac{\chi ^{(p)}(u)}{p}\bigg )^\theta \bigg )^{1+\eta }\bigg ] \le C. \end{aligned}$$\end{document}

Proof

We allow the constant \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$C>0$$\end{document} to vary from line to line in the proof. Recall that the faces of the gasket \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {g}}$$\end{document} of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$({\mathfrak {q}},\boldsymbol{\ell })$$\end{document} correspond to loops of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$({\mathfrak {q}},\boldsymbol{\ell })$$\end{document} , except possibly for some faces of degree 4. By (2.8), we therefore get

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {{\mathbb {E}}}^{(p)}\bigg [\bigg (\sum _{\left\lvert u\right\rvert =1} \bigg (\frac{\chi ^{(p)}(u)}{p}\bigg )^{\theta }\bigg )^{1+\eta }\bigg ] \le \frac{1}{{{\mathbb {E}}}\big [\frac{1}{1+L_p}\big ]}{{\mathbb {E}}}\bigg [\frac{1}{1+L_p}\bigg (\sum ^{T_p}_{i=1}\left( \frac{X_i+1}{p}\right) ^{\theta } \bigg )^{1+\eta }\bigg ],\nonumber \\ \end{aligned}$$\end{document}

so that we only need to bound the right-hand side. It is easier to first bound the expectation

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {\mathbb {E}}\bigg [\frac{1}{T_p-1}\bigg (\sum ^{T_p}_{i=1}\left( \frac{X_i+1}{p}\right) ^{\theta } \bigg )^{1+\eta }\bigg ]. $$\end{document}

Since \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(a+b)^\eta \le a^\eta +b^\eta $$\end{document} for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\eta \in (0,1)$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$a,b>0$$\end{document} , the latter expectation is smaller than

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {\mathbb {E}}\bigg [\frac{1}{T_p-1}\sum ^{T_p}_{i=1}\left( \frac{X_i+1}{p}\right) ^{\theta (1+\eta )} \bigg ]+ {\mathbb {E}} \bigg [\frac{1}{T_p-1}\sum ^{T_p}_{i=1}\left( \frac{X_i+1}{p}\right) ^{\theta }\bigg ( \sum _{j=1}^{T_p} \left( \frac{X_j+1}{p}\right) ^\theta \mathbb {1}_{\{j\ne i\}}\bigg )^\eta \bigg ]. \end{aligned}$$\end{document}

By Proposition 2.7, for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\ge 2$$\end{document} , these terms are respectively equal to

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {\mathbb {E}}\bigg [ \left( \frac{X_1+1}{p}\right) ^{\theta (1+\eta )} \frac{p}{p+X_1} \bigg ] \le {\mathbb {E}}\bigg [ \left( \frac{X_1+1}{p}\right) ^{\theta } \left( \frac{p+X_1}{p}\right) ^{\theta \eta -1 } \bigg ], \end{aligned}$$\end{document}

and

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {{\mathbb {E}}}\bigg [\left( \frac{X_1+1}{p}\right) ^{\theta } \frac{p}{p+X_1}{{\mathbb {E}}}\bigg [\left( \sum _{j=1}^{T_{q}} \left( \frac{X_j+1}{p}\right) ^\theta \right) ^\eta \bigg ]_{q=p+X_1} \bigg ]. \end{aligned}$$\end{document}

By Lemma 3.1, using that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\eta (\alpha +1)<1$$\end{document} , there exists a constant \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$C>0$$\end{document} such that for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$q\ge 2$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {{\mathbb {E}}}\bigg [\bigg ( \sum _{j=1}^{T_{q}} (X_j+1)^\theta \bigg )^\eta \bigg ] \le C q^{^{\theta \eta }}. $$\end{document}

We obtain that (3.8) is also smaller than a constant times

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {\mathbb {E}}\bigg [ \left( \frac{X_1+1}{p}\right) ^{\theta } \left( \frac{p+X_1}{p}\right) ^{\theta \eta - 1} \bigg ]. $$\end{document}

Combining this with (3.7), we deduce

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {\mathbb {E}}\bigg [\frac{1}{T_p-1}\bigg (\sum ^{T_p}_{i=1}\left( \frac{X_i+1}{p}\right) ^{\theta } \bigg )^{1+\eta }\bigg ] \le C {\mathbb {E}}\bigg [ \left( \frac{X_1+1}{p}\right) ^{\theta } \left( \frac{p+X_1}{p}\right) ^{\theta \eta - 1} \bigg ]. $$\end{document}

Now

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {\mathbb {E}}\bigg [ \left( \frac{X_1+1}{p}\right) ^{\theta } \left( \frac{p+X_1}{p}\right) ^{\theta \eta - 1} \bigg ] \le C\sum ^{\infty }_{k=1} \left( \frac{k}{p}\right) ^{\theta }\left( \frac{k}{p} + 1\right) ^{\theta \eta - 1}\mu _{\text {JS}}(k). \end{aligned}$$\end{document}

In Case (A), \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\mu _{\text {JS}}(k)\le Ck^{-\alpha -1}$$\end{document} . Thus (3.9) is smaller than

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} Cp^{-\alpha {-1}} \cdot \sum ^{\infty }_{k=1} \left( \frac{k}{p}\right) ^{\theta -\alpha -1} \left( \frac{k}{p} + 1\right) ^{\theta \eta -1}\le C p^{-\alpha }, \end{aligned}$$\end{document}

since the summation is a Riemann sum, by our choice of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$0<\eta <\frac{\alpha +1-\theta }{\theta }$$\end{document} . In Case (B), \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\mu _{\text {JS}}(k)\le Ck^{-5/2}(\ln k + 1)$$\end{document} . In that case (3.9) is smaller than a constant times

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ p^{{-5/2}}\sum ^{\infty }_{k=1} \left( \frac{k}{p}\right) ^{\theta -5/2}\left( \frac{k}{p} + 1\right) ^{\theta \eta -1} \ln \bigg (\frac{k}{p}\bigg ) + p^{{-5/2}}\ln p \sum ^{\infty }_{k=1} \left( \frac{k}{p}\right) ^{\theta -5/2} \left( \frac{k}{p} + 1\right) ^{\theta \eta -1}, $$\end{document}

which is less than a constant times \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p^{-3/2}\ln p$$\end{document} , since the two summations are Riemann sums again by our choice of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\eta $$\end{document} . We conclude that

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {\mathbb {E}}\bigg [\frac{1}{T_p-1}\bigg (\sum ^{T_p}_{i=1}\left( \frac{X_i+1}{p}\right) ^{\theta } \bigg )^{1+\eta }\bigg ] \le C {\mathbb {E}}\bigg [ \left( \frac{X_1+1}{p}\right) ^{\theta } \left( \frac{p+X_1}{p}\right) ^{\theta \eta - 1} \bigg ] \le Cf(p)^{-1}.\nonumber \\ \end{aligned}$$\end{document}

We now need to replace \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$T_p-1$$\end{document} by \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$1+L_p$$\end{document} . Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$r, r'> 1$$\end{document} be Hölder conjugates, and take r big enough so that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\eta _r:=\frac{r}{r-1}(1+\eta ) -1< \gamma _0 = \min (\frac{\alpha +1-\theta }{\theta },\frac{1}{\alpha +1})$$\end{document} . In particular (3.10) is valid for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\eta _r$$\end{document} in place of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\eta $$\end{document} . Hölder’s inequality implies that

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned}&{\mathbb {E}}\bigg [\frac{1}{1+L_p}\bigg (\sum ^{T_p}_{i=1}\left( \frac{X_i+1}{p}\right) ^{\theta } \bigg )^{1+\eta }\bigg ] \\&\quad = {\mathbb {E}}\bigg [\frac{(T_p-1)^{1/r'}}{1+L_p}\cdot \frac{1}{(T_p -1)^{1/r'}}\bigg (\sum ^{T_p}_{i=1}\left( \frac{X_i+1}{p}\right) ^{\theta } \bigg )^{1+\eta }\bigg ] \\&\quad \le {{\mathbb {E}}}\bigg [ \frac{1}{T_p -1} \bigg (\sum ^{T_p}_{i=1}\left( \frac{X_i+1}{p}\right) ^{\theta } \bigg )^{(1+\eta )r'} \bigg ]^{1/r'} {{\mathbb {E}}}\bigg [\frac{(T_p-1)^{r/r'}}{(1+L_p)^r}\bigg ]^{1/r} \\&\quad {\mathop {\le }\limits ^{{(3.10)}}} \, C f(p)^{\frac{1}{r}-1} \, {{\mathbb {E}}}\bigg [\frac{(T_p-1)^{r-1}}{(1+L_p)^r}\bigg ]^{1/r}. \end{aligned}$$\end{document}

In view of (3.6) and (2.21), it remains to show that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$f(p)\, {{\mathbb {E}}}\Big [\frac{(T_p-1)^{r-1}}{(1+L_p)^r}\Big ]$$\end{document} is bounded in \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\ge 2$$\end{document} . Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$K\ge 2/\mu _{\text {JS}}(0)$$\end{document} . We have

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {{\mathbb {E}}}\bigg [\frac{(T_p-1)^{r-1}}{(1+L_p)^r}\bigg ] \le {{\mathbb {E}}}\bigg [\frac{1}{1+L_p} \bigg (\frac{T_p}{L_p}\bigg )^{r-1}\bigg ] \le K^{r-1} {{\mathbb {E}}}\bigg [\frac{1}{1+L_p}\bigg ] + {{\mathbb {E}}}\bigg [ \bigg (\frac{T_p}{L_p}\bigg )^{r-1} \mathbb {1}_{\big \{\frac{T_p}{L_p} \ge K\big \}}\bigg ]. $$\end{document}

It is indeed smaller than \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$Cf(p)^{-1}$$\end{document} by (2.21) and (2.20). \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\square $$\end{document}

Convergence towards the additive martingale

Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(h_p:{{\mathbb {R}}}_+\rightarrow {{\mathbb {R}}}_+)_{p\ge 1}$$\end{document} be a family of non-negative measurable functions. Recall from (1.11) that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\theta _{\alpha } = \min (2, 2\alpha -1)$$\end{document} . We suppose that there exists \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$c>0$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\theta \in (\alpha ,\alpha + 1)$$\end{document} such that

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} h_p(x)x^{\theta _\alpha }\le c (x^{\theta }+x^{\theta _\alpha }), \end{aligned}$$\end{document}

for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\ge 1$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$x\ge 0$$\end{document} . We also suppose that there exists a measurable function \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$h:{{\mathbb {R}}}_+\mapsto {{\mathbb {R}}}$$\end{document} such that for any sequence \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(x_p)_{p\ge 1}$$\end{document} which converges to some \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$x>0$$\end{document} , \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\lim _{p\rightarrow \infty } h_p(x_p)=h(x)$$\end{document} . For future use, fix \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\delta > 0$$\end{document} such that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\theta - \delta > \alpha $$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\theta _{\alpha } - \delta > \alpha $$\end{document} . Then there exists a constant \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$c>0$$\end{document} such that for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p,q>0$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \frac{1 + \ln p}{1 + \ln q}\le c\bigg (\frac{p}{q}\bigg )^{\delta } + 1. \end{aligned}$$\end{document}

Lemma 3.3

Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0,2]$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(h_p)_{p\ge 1}$$\end{document} be as above. As \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\rightarrow \infty $$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \sum _{|u| = \ell } h_p \bigg (\frac{\chi ^{(p)}(u)}{p} \bigg )\frac{{\overline{V}}(\chi ^{(p)}(u))}{{\overline{V}}(p)} \overset{(\text {d})}{\longrightarrow } \sum _{|u| = \ell } h \big ( Z_\alpha (u) \big ) (Z_\alpha (u))^{\theta _\alpha }. \end{aligned}$$\end{document}

Remark 3.4

We will chiefly apply Lemma 3.3 when \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$h_p$$\end{document} does not depend on p (actually even when \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$h_p=1$$\end{document} ). The general form of the statement will be used at the very end of the proof of Theorem A (Sect. 6).

Proof

By Proposition 2.5, in \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\ell ^{\theta }({{\mathcal {U}}}_{\ell })$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ \frac{1}{p} (\chi ^{(p)}(u), |u|=\ell ) \xrightarrow [p\rightarrow \infty ]{(\text {d})} (Z_{\alpha }(u), |u|=\ell ). $$\end{document}

We can suppose by Skorokhod’s representation theorem that the convergence is almost sure. Note that it implies the convergence in any \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\ell ^r({{\mathcal {U}}}_{\ell })$$\end{document} with \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$r\in [\theta ,\infty ]$$\end{document} . Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\varepsilon >0$$\end{document} . Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$U_\varepsilon \subset {{\mathcal {U}}}_\ell $$\end{document} be a (random) finite set such that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\sum _{u\in {{{\mathcal {U}}}}_\ell \setminus U_\varepsilon } (Z_\alpha (u))^{\beta } < \varepsilon $$\end{document} for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\beta = \theta , \theta - \delta , \theta _{\alpha }$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\theta _{\alpha } - \delta $$\end{document} . Recall our two Cases (A) and (B). By the mean asymptotics in (1.10) and (1.13), in Case (A), \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$Cq^{\theta _\alpha }\le {\overline{V}}(q)\le C'q^{\theta _\alpha }$$\end{document} . Then, by (3.11), for p large enough,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ \sum _{u\in {{{\mathcal {U}}}}_\ell {\setminus } U_\varepsilon } h_p \bigg (\frac{\chi ^{(p)}(u)}{p} \bigg )\frac{{\overline{V}}(\chi ^{(p)}(u))}{{\overline{V}}(p)} \le c \sum _{u\in {{{\mathcal {U}}}}_\ell {\setminus } U_\varepsilon }\bigg ( \frac{\chi ^{(p)}(u)}{p}\bigg )^{\theta }+\bigg ( \frac{\chi ^{(p)}(u)}{p}\bigg )^{\theta _\alpha }\le 2\varepsilon . $$\end{document}

In Case (B), by (1.13), \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$Cq^{\theta _\alpha }(1 + \ln q)^{-1}\le {\overline{V}}(q)\le C'q^{\theta _\alpha }(1 + \ln q)^{-1}$$\end{document} . Then

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \frac{{\overline{V}}(\chi ^{(p)}(u))}{{\overline{V}}(p)} \le c\bigg (\frac{\chi ^{(p)}(u)}{p}\bigg )^{\theta _{\alpha }}\frac{1 + \ln p}{1 + \ln \chi ^{(p)}(u)} \le c\bigg (\frac{\chi ^{(p)}(u)}{p}\bigg )^{\theta _{\alpha }}\left( \bigg (\frac{\chi ^{(p)}(u)}{p}\bigg )^{-\delta } + 1\right) . \end{aligned}$$\end{document}

Again by (3.11), for p large enough,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ \sum _{u\in {{{\mathcal {U}}}}_\ell {\setminus } U_\varepsilon } h_p \bigg (\frac{\chi ^{(p)}(u)}{p} \bigg )\frac{{\overline{V}}(\chi ^{(p)}(u))}{{\overline{V}}(p)} \le c \sum _{u\in {{{\mathcal {U}}}}_\ell {\setminus } U_\varepsilon }\sum _{\beta = \theta , \theta - \delta , \atop \theta _{\alpha }, \theta _{\alpha } - \delta }\bigg ( \frac{\chi ^{(p)}(u)}{p}\bigg )^{\beta }\le 4\varepsilon . $$\end{document}

Moreover, almost surely, \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ h_p \Big (\frac{\chi ^{(p)}(u)}{p} \Big )\rightarrow h(Z_\alpha (u))$$\end{document} by assumption on \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$h_p$$\end{document} , and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\frac{{\overline{V}}(\chi ^{(p)}(u))}{{\overline{V}}(p)}\rightarrow (Z_\alpha (u))^{\theta _\alpha }$$\end{document} by (1.10). We deduce that for p large

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned}&\bigg | \sum _{|u| = \ell } h_p \bigg (\frac{\chi ^{(p)}(u)}{p} \bigg )\frac{{\overline{V}}(\chi ^{(p)}(u))}{{\overline{V}}(p)}- \sum _{|u| = \ell } h \big ( Z_\alpha (u) \big ) (Z_\alpha (u))^{\theta _\alpha } \bigg |\\&\le \bigg |\sum _{u\in U_\varepsilon } \bigg ( h_p \bigg (\frac{\chi ^{(p)}(u)}{p} \bigg )\frac{{\overline{V}}(\chi ^{(p)}(u))}{{\overline{V}}(p)}-h \big ( Z_\alpha (u) \big )(Z_\alpha (u))^{\theta _\alpha } \bigg ) \bigg | +8\varepsilon \underset{p\rightarrow \infty }{\longrightarrow }\ 8\varepsilon . \end{aligned}$$\end{document}

Letting \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\varepsilon \rightarrow 0$$\end{document} completes the proof. \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\square $$\end{document}

Estimates on the Markov Chain \documentclass[12pt]{minimal}

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			\begin{document}$$\texttt {S}$$\end{document}S

In this section we introduce a discrete-time Markov chain \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(\texttt {S}_n)_{n\ge 0}$$\end{document} which describes the behaviour of a typical particle in the branching Markov chain \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(\chi ^{(p)}(u), u\in {{\mathcal {U}}})$$\end{document} , and will be the key observable for the derivation of Theorem A. For an overview of how these estimates combine into the final proof, we suggest to have a look at the proof diagrams of Figures 8, 9 and 10 in Sect. 6.

The Markov chain \documentclass[12pt]{minimal}

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			\begin{document}$$\texttt {S}$$\end{document}S and the many-to-one formula

The Markov chain \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\texttt {S}$$\end{document} . The Markov chain \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\texttt {S}$$\end{document} is informally defined by recording the half-perimeter of the nested loops containing a uniform target point in the decorated quadrangulation \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$({\mathfrak {q}}, \boldsymbol{\ell })$$\end{document} , starting from the outermost loop. More precisely, under \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\texttt {P}_p$$\end{document} we introduce the Markov chain \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(\texttt {S}_n)_{n\ge 0}$$\end{document} on \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\{0, 1, 2, \ldots \}$$\end{document} starting at \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\texttt {S}_0=p$$\end{document} , and with transition probabilities

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \texttt {P}_{p}(\texttt {S}_1 = q)= & \frac{1}{{\overline{V}}(p)}{{\mathbb {E}}}^{(p)}\left[ \sum ^{\infty }_{i=1} \mathbb {1}_{\{\chi ^{(p)}(i) = q\}} {\overline{V}}(q)\right] , \quad p, q>0, \\ \texttt {P}_{p}(\texttt {S}_1 = 0)= & 1 - \sum ^{\infty }_{q = 1} \texttt {P}_{p}(\texttt {S}_1 = q), \quad p > 0,\\ \texttt {P}_{0}(\texttt {S}_1 = 0)= & 1. \end{aligned}$$\end{document}

This can be rephrased in a more geometric way using the gasket decomposition. Denote by \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathbb {P}}_{\bullet }^{(p)}$$\end{document} the law of a pointed loop–O(n) quadrangulation of perimeter 2p, so that for any event A, \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\mathbb {P}}}^{(p)}_{\bullet }(A) = {{\mathbb {E}}}^{(p)}[\mathbb {1}_A V(\varnothing )]/{\overline{V}}(p)$$\end{document} with \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$V(\varnothing )$$\end{document} denoting the volume of the whole map. Recall from Sect. 2.3 the notation preceding (2.9). By the Markov property of the gasket decomposition, we immediately have for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p,q \ge 1$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \texttt {P}_{p}(\texttt {S}_1 = q)&= \frac{1}{{\overline{V}}(p)}{{\mathbb {E}}}^{(p)}\left[ \sum ^{\infty }_{i=1} \mathbb {1}_{\{\chi ^{(p)}(i) = q\}} {\overline{V}}(q)\right] \\&= \frac{1}{{\overline{V}}(p)}{{\mathbb {E}}}^{(p)}\left[ \sum ^{\infty }_{i=1} \mathbb {1}_{\{\chi ^{(p)}(i) = q\}} V(i)\right] \\&= {{\mathbb {E}}}^{(p)}_{\bullet }\left[ \sum ^{\infty }_{i=1}\mathbb {1}_{\{\chi ^{(p)}(i) = q\}} \frac{V(i)}{V(\varnothing )}\right] , \end{aligned}$$\end{document}

by definition of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathbb {P}}^{(p)}_\bullet $$\end{document} .

In other words, the Markov chain \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\texttt {S}$$\end{document} can be obtained as follows. First, pick a pointed loop–O(n) quadrangulation \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$({\mathfrak {q}}_{\bullet }, \boldsymbol{\ell })$$\end{document} under \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\mathbb {P}}}^{(p)}_{\bullet }$$\end{document} . Then each time \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\ge 1$$\end{document} records the half-perimeter of the loop at generation n that contains the distinguished vertex of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$({\mathfrak {q}}_{\bullet }, \boldsymbol{\ell })$$\end{document} ; if no such loop exists, that is, the distinguished vertex lies in the gasket of the sub-map, we send the Markov chain to the absorbing cemetery point 0.

For \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$M>0$$\end{document} , we denote by \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\texttt {T}_M$$\end{document} the hitting time of [0, M) by the Markov chain \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\texttt {S}$$\end{document} :

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \texttt {T}_M:= \inf \{n\ge 0, \; \texttt {S}_n < M\}. \end{aligned}$$\end{document}

A many-to-one formula. We have the following many-to-one formula, which is natural in light of the branching property of the gasket decomposition. This key formula relates the behaviour of all cells in the particle system \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(\chi ^{{(p)}}(u),\; u\in {{\mathcal {U}}})$$\end{document} to that of the distinguished typical particle \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\texttt {S}$$\end{document} (see [31, 32, 51] for similar results in different contexts). Recall that for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$u\in {{\mathcal {U}}}$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$i\le |u|$$\end{document} , \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$u_i$$\end{document} denotes the ancestor of u at generation i.

Proposition 4.1

For all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\ge 1$$\end{document} , all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\ge 1$$\end{document} and all non-negative measurable function g with \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$g(x_1, x_2, \ldots , x_{n-1}, 0) = 0$$\end{document} , we have

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} & \frac{1}{{\overline{V}}(p)}{{\mathbb {E}}}^{(p)}\bigg [\sum _{\left\lvert u\right\rvert = n} g(\chi ^{(p)}(u_1), \chi ^{(p)}(u_2), \ldots , \chi ^{(p)}(u_n)) {\overline{V}}(\chi ^{(p)}(u))\bigg ] \nonumber \\ & \quad = \texttt {E}_p\left[ g(\texttt {S}_1, \texttt {S}_2, \ldots , \texttt {S}_n)\right] . \end{aligned}$$\end{document}

Proof

We proceed by induction. For \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n = 1$$\end{document} , by definition of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\texttt {S}$$\end{document} , we have with the notation of Proposition 4.1,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \frac{1}{{\overline{V}}(p)}{{\mathbb {E}}}^{(p)}\left[ \sum ^{\infty }_{i = 1} g(\chi ^{(p)}(i)) {\overline{V}}(\chi ^{(p)}(i))\right]&=\sum ^{\infty }_{q=1}\frac{g(q)}{{\overline{V}}(p)}{{\mathbb {E}}}^{(p)}\left[ \sum ^{\infty }_{i = 1}\mathbb {1}_{\{\chi ^{(p)}(i)=q\}}\cdot {\overline{V}}(q)\right] \\&=\sum ^{\infty }_{q=1}g(q)\texttt {P}_{p}(\texttt {S}_1 = q) = \texttt {E}_p[g(\texttt {S}_1)\cdot \mathbb {1}_{\{\texttt {S}_1\ne 0\}}]\\&= \texttt {E}_p[g(\texttt {S}_1)]. \end{aligned}$$\end{document}

Now suppose that the claim holds for some \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n \ge 1$$\end{document} . We use the Markov property of the gasket decomposition to find that

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} & \frac{1}{{\overline{V}}(p)}{{\mathbb {E}}}^{(p)}\bigg [\sum _{\left\lvert u\right\rvert = n+1} g(\chi ^{(p)}(u_1), \chi ^{(p)}(u_2), \ldots , \chi ^{(p)}(u_{n+1})) {\overline{V}}(\chi ^{(p)}(u))\bigg ]\\ & =\frac{1}{{\overline{V}}(p)}{{\mathbb {E}}}^{(p)}\bigg [\sum ^{\infty }_{i=1}{{\mathbb {E}}}^{(q)}\bigg [\sum _{\left\lvert u\right\rvert = n}g(q, \chi ^{(q)}(u_1), \ldots , \chi ^{(q)}(u_n)) {\overline{V}}(\chi ^{(q)}(u))\bigg ]_{q= \chi ^{(p)}(i)}\bigg ]. \end{aligned}$$\end{document}

Then, we use (4.2) by the induction assumption, along with the Markov property of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\texttt {S}$$\end{document} :

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \frac{1}{{\overline{V}}(p)} {{\mathbb {E}}}^{(p)}\bigg [\sum _{\left\lvert u\right\rvert = n+1}&g(\chi ^{(p)}(u_1), \chi ^{(p)}(u_2), \ldots , \chi ^{(p)}(u_{n+1})) {\overline{V}}(\chi ^{(p)}(u))\bigg ] \\&=\frac{1}{{\overline{V}}(p)}{{\mathbb {E}}}^{(p)}\bigg [\sum ^{\infty }_{i=1}{\overline{V}}(\chi ^{(p)}(i))\texttt {E}_{\chi ^{(p)}(i)}[g(\chi ^{(p)}(i), \texttt {S}_1, \texttt {S}_2, \ldots , \texttt {S}_n)]\bigg ]\\&=\texttt {E}_{p}[g(\texttt {S}_1, \texttt {S}_2, \ldots , \texttt {S}_{n+1})]. \end{aligned}$$\end{document}

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\square $$\end{document}

Convergence in distribution of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\texttt {S}$$\end{document} . Using that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\phi _{\alpha }(\theta _\alpha )=1$$\end{document} , we can define a random variable \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\xi $$\end{document} such that for any \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$g:{{\mathbb {R}}}\rightarrow {{\mathbb {R}}}$$\end{document} bounded and measurable,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {{\mathbb {E}}}[g(\xi )] = {{\mathbb {E}}}\bigg [\sum _{|u| = 1} g(Z_{\alpha }(u))(Z_{\alpha }(u))^{\theta _{\alpha }}\bigg ]. \end{aligned}$$\end{document}

Observe that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathbb {E}}[\ln \xi ]<0$$\end{document} if \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0,2)$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathbb {E}}[\ln \xi ]=0$$\end{document} if \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} . Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(\xi _i,\,i\ge 1)$$\end{document} be i.i.d. copies of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\xi $$\end{document} , and let Y be the multiplicative random walk defined by \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$Y_0=1$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$Y_n=\prod _{i=1}^n \xi _i$$\end{document} for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\ge 1$$\end{document} . For the limiting multiplicative cascade \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(Z_{\alpha }(u), u\in {\mathcal {U}})$$\end{document} , the many-to-one formula reads: for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$g: {{\mathbb {R}}}^n\rightarrow {{\mathbb {R}}}$$\end{document} non-negative and measurable,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {{\mathbb {E}}}\bigg [\sum _{|u|=n} g(Z_{\alpha }(u_1), Z_{\alpha }(u_2), \ldots , Z_{\alpha }(u_n)) (Z_{\alpha }(u))^{\theta _{\alpha }}\bigg ] = {{\mathbb {E}}}[g(Y_1, Y_2, \ldots , Y_n)].\nonumber \\ \end{aligned}$$\end{document}

The proof is analogous to Proposition 4.1. Note the similarity between equations (4.2) and (4.4).

Proposition 4.2

As \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\rightarrow \infty $$\end{document} , we have

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \text {Law}\bigg (\frac{\texttt {S}_1}{p}\bigg |{\texttt {S}}_0 = p\bigg ) \longrightarrow \text {Law}(\xi ). \end{aligned}$$\end{document}

More generally, for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\ge 1$$\end{document} , we have

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \text {Law}\bigg (\bigg (\frac{\texttt {S}_1}{p}, \frac{\texttt {S}_2}{p}, \ldots , \frac{\texttt {S}_n}{p}\bigg ) \bigg |{\texttt {S}}_0 = p\bigg ) \longrightarrow \text {Law}(Y_1, Y_2, \ldots , Y_n). \end{aligned}$$\end{document}

Proof

By the definition of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\texttt {S}}_1$$\end{document} , for any non-negative measurable function \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$h_p$$\end{document} such that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$h_p(0)=0$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {\texttt {E}}_p\bigg [h_p\bigg ( \frac{{\texttt {S}}_1}{p} \bigg )\bigg ] = {\mathbb {E}}^{(p)}\bigg [\sum _{|u|=1} h_p\bigg ( \frac{{{{\chi ^{(p)}}(u)}}}{p} \bigg ) \frac{{\overline{V}}(\chi ^{(p)}(u))}{{\overline{V}}(p)}\bigg ]. \end{aligned}$$\end{document}

We first prove (4.5). Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$g:{{\mathbb {R}}}_+\mapsto {{\mathbb {R}}}_+$$\end{document} be a bounded non-negative continuous function with \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$g(0)=0$$\end{document} . By Lemma 3.3 with \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$h_p=g$$\end{document} and the uniform integrability of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\sum _{|u|=1} \big (\frac{\chi ^{(p)}(u)}{p}\big )^{\theta _\alpha }$$\end{document} provided by Theorem 3.2, the right-hand side of (4.7) converges to \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathbb {E}}[\sum _{|u|=1} g\big (Z_\alpha (u)\big )(Z_{\alpha }(u))^{\theta _\alpha }]$$\end{document} which is \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathbb {E}}[g(\xi )]$$\end{document} indeed. Suppose that we proved (4.6) for n, and let us prove it for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n+1$$\end{document} . Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$g:{{\mathbb {R}}}_+^{n+1}\rightarrow {{\mathbb {R}}}_+$$\end{document} be a bounded continuous function such that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$g(0,\ldots )=0$$\end{document} . Define

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ h_p(x):= {\texttt {E}}_{px}\bigg [g\bigg (x,\frac{{\texttt {S}}_1}{p}, \frac{{\texttt {S}}_2}{p}, \dots , \frac{{\texttt {S}}_n}{p}\bigg )\bigg ]. $$\end{document}

Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(x_p)_{p\ge 1}$$\end{document} be some sequence such that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$x:=\lim _{p\rightarrow \infty } x_p$$\end{document} exists and is positive. Under \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\texttt {P}}_{px_p}$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ g\bigg (x_p,\frac{{\texttt {S}}_1}{p}, \frac{{\texttt {S}}_2}{p}, \dots , \frac{{\texttt {S}}_n}{p}\bigg ), $$\end{document}

converges in distribution towards \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$g(x,xY_1,\ldots ,xY_n)$$\end{document} by the induction hypothesis. The dominated convergence theorem implies that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$h_p(x_p)\rightarrow h(x):={\mathbb {E}}[g({x}, xY_1,\ldots ,xY_n)]$$\end{document} . By the Markov property,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {\texttt {E}}_p\bigg [g\bigg (\frac{{\texttt {S}}_1}{p}, \frac{{\texttt {S}}_2}{p}, \dots , \frac{{\texttt {S}}_{n+1}}{p}\bigg )\bigg ] = {\texttt {E}}_p\bigg [ h_p\bigg ( \frac{{\texttt {S}}_1}{p}\bigg )\bigg ], $$\end{document}

hence we can apply Lemma 3.3 again and use (4.7) and Theorem 3.2 to finish the induction. \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\square $$\end{document}

Further comments in the case \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} . In the case \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} , \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\ln Y$$\end{document} is a centred random walk with finite variance. More explicitly, as seen from Equation (C.3) in the appendix, we have

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} F(x):= {\mathbb {P}}(\xi \le x)= \frac{2}{\pi } \arctan \sqrt{x},\quad x\ge 0. \end{aligned}$$\end{document}

Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\sigma _1:= \inf \{k\ge 0: Y_k < 1\}$$\end{document} . Let R(x) be the renewal function of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\ln Y$$\end{document} :

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} R(x) = {{\mathbb {E}}}\bigg [\sum ^{\sigma _1-1}_{n = 0} \mathbb {1}_{\{Y_{n}\le \text {e}^x\}}\bigg ], \quad x\ge 0. \end{aligned}$$\end{document}

By the duality relation [52, Chapter XII], \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$R(x)=\sum _{i\ge 0} {\mathbb {P}}(Y_{\nu _i}\le \text {e}^x)$$\end{document} where \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\nu _0:=0$$\end{document} , \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\nu _{i+1}:= \inf \{n>\nu _i:\, Y_{n}>Y_{\nu _i}\}$$\end{document} are the strict ascending ladder epochs of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\ln Y$$\end{document} . By the renewal theorem [52, Chapter XI], there exists a constant \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$c_0>0$$\end{document} such that

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \lim _{x\rightarrow \infty } \frac{R(x)}{x}=c_0. \end{aligned}$$\end{document}

The renewal function relates to hitting probabilities as follows. Let

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \sigma _r&:= \inf \{k\ge 0\,:\, Y_k{<} r\}, \end{aligned}$$\end{document} \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \sigma ^+_r&:=\inf \{k\ge 0\,:\, Y_k {>} r\}. \end{aligned}$$\end{document}

For fixed \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$b>1$$\end{document} , as \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$a\rightarrow 0^+$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {{\mathbb {P}}}(\sigma _a <\sigma ^+_b) \sim \frac{R(\ln b)}{c_0{|\ln a|}}. \end{aligned}$$\end{document}

We can justify the asymptotics by observing that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\Big (R(\ln \frac{b}{Y_n})\mathbb {1}_{\{ n<\sigma _b^+\}}\Big )$$\end{document} is a martingale by [53, Lemma 1] and applying the optional stopping theorem at time \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\sigma _a$$\end{document} , using that undershoots are bounded in \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L^1$$\end{document} , see [54, Lemma 5.1.9]. In general, by [54, Theorem 5.1.7], there exists a constant \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$c>1$$\end{document} such that for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$0<a< q < b$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \frac{1}{c} \frac{1+\ln (b) - \ln (q)}{1+\ln (b)-\ln (a)} \le {{\mathbb {P}}}_{q}(\sigma _a <\sigma ^+_b) \le c \frac{1+\ln (b) - \ln (q)}{1+\ln (b)-\ln (a)}. \end{aligned}$$\end{document}

Hitting probabilities in the case \documentclass[12pt]{minimal}

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			\begin{document}$$n\in (0,2)$$\end{document}n∈(0,2)

We suppose in this section that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0,2)$$\end{document} . As mentioned in the proof outline in Sect. 1.3, the overall strategy to derive our main theorem (Theorem A) is to provide a tractable classification of the map into bad regions, which are unlikely, and a good region, whose volume is square integrable. Partly because of this square integrability requirement, we will need to place an upper barrier B on the perimeter cascade \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(\chi ^{(p)}(u), u\in {{\mathcal {U}}})$$\end{document} . By the many-to-one formula (Proposition 4.1), related estimates will translate into understanding the hitting probabilities of the Markov chain \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\texttt {S}$$\end{document} .

This is the purpose of the present section. Our main objective will be to derive the hitting time estimate in Proposition 4.4. We start with a preliminary technical result that will be used to derive Proposition 4.4. For any \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$M\ge 1$$\end{document} , set \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\texttt {L}_M(k):=\sum _{n=0}^k \mathbb {1}_{\{\texttt {S}_n \in [1,M]\}}$$\end{document} .

Proposition 4.3

Suppose \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0,2)$$\end{document} . There exist \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\gamma ,M,C>0$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$D\in (0,1)$$\end{document} such that for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\ge 1$$\end{document} , \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$k\ge 0$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L\ge 1$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \texttt {E}_p[\texttt {S}_k^{\gamma } \cdot \mathbb {1}_{\{\texttt {L}_M(k)\le L \}}] \le D^{k}C^L p^{\gamma }. \end{aligned}$$\end{document}

The reason for the indicator function in (4.15) is that we will derive the bound by comparing \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\texttt {S}_1/p$$\end{document} to its limit as \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\rightarrow \infty $$\end{document} (using Proposition 4.2) and using the Markov property. Hence we will need \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\texttt {S}$$\end{document} not to have too many small terms (less than M) up to time k to end up with a sensible bound, that we will combine with a crude bound for the small values.

Proof

For any \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\gamma > 0$$\end{document} , by (4.2) and (1.10),

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {\texttt {E}}_p\bigg [\bigg (\frac{{\texttt {S}}_1}{p}\bigg )^{\gamma }\bigg ]= & \frac{1}{{\overline{V}}(p)}{{\mathbb {E}}}^{(p)}\bigg [\sum _{\left\lvert u\right\rvert =1} \bigg (\frac{\chi ^{(p)}(u)}{p}\bigg )^{\gamma }{\overline{V}}(\chi ^{(p)}(u)) \bigg ]\\\le & C {{\mathbb {E}}}^{(p)}\bigg [\sum _{\left\lvert u\right\rvert =1} \bigg (\frac{\chi ^{(p)}(u)}{p}\bigg )^{\theta _\alpha +\gamma } \bigg ]. \end{aligned}$$\end{document}

Since \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(\sum x_i^{\theta _\alpha })^{1+\eta }\ge \sum x_i^{\theta _\alpha (1+\eta )}$$\end{document} , Theorem 3.2 implies that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\frac{{\texttt {S}}_1}{p}$$\end{document} is bounded in \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L^\gamma $$\end{document} for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\gamma \in (0, \theta _{\alpha }\gamma _0)$$\end{document} . Since \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0, 2)$$\end{document} , we can take such a \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\gamma >0$$\end{document} small enough so that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\phi _\alpha (\theta _\alpha +\gamma )<1$$\end{document} . By Proposition 4.2, \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\frac{{\texttt {S}}_1}{p}$$\end{document} converges in distribution to \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\xi }$$\end{document} . Since \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\Big (\frac{{\texttt {S}}_1}{p}\Big )^\gamma $$\end{document} is uniformly integrable, its mean converges to \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\texttt {E}}[{\xi ^{\gamma }}]= \phi _\alpha (\theta _\alpha +\gamma )<1$$\end{document} . Then there exist two constants \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$M:=M(\gamma )>0$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$D:=D(\gamma )\in (0,1)$$\end{document} such that, for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p> M$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ \texttt {E}_p[\texttt {S}_1^{\gamma }] \le D p^{\gamma }. $$\end{document}

Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$c:=\sup _{p\in [1,M]} \texttt {E}_p[\texttt {S}_1^{\gamma }]p^{-{\gamma }}$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$C:=\max \Big (\frac{c}{D},1\Big )$$\end{document} . Consider the process \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$k\mapsto \texttt {S}_k^{\gamma } D^{-k} C^{-\texttt {L}_M(k-1)}$$\end{document} using the convention that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\texttt {L}_M(-1)}=0$$\end{document} . It is a non-negative supermartingale. This can be deduced from the Markov property of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\texttt {S}$$\end{document} since for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\ge 0$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ \texttt {E}_p[\texttt {S}_1^{\gamma } ] \le D C^{\texttt {L}_M(0)}p^{\gamma }. $$\end{document}

For any \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$k\ge 0$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L\ge 1$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ \texttt {E}_p[\texttt {S}_k^{\gamma } D^{-k} C^{-\texttt {L}_M(k-1)} \cdot \mathbb {1}_{\{\texttt {L}_M(k)\le L \}}] \le \texttt {E}_p[\texttt {S}_k^{\gamma } D^{-k} C^{-\texttt {L}_M(k-1)}] \le p^{\gamma }. $$\end{document}

Notice that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$C^{-\texttt {L}_M(k-1)} \ge C^{-L}$$\end{document} on the event \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\{\texttt {L}_M(k)\le L \}$$\end{document} to complete the proof. \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\square $$\end{document}

For \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$r\ge 1$$\end{document} , let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\texttt {T}}_r^+:=\inf \{n\ge 0:\, {\texttt {S}}_n >r\}$$\end{document} . The hitting time estimate we are after is the following. Note that since the branching Markov chain \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(\chi ^{(p)}(u), u\in {{\mathcal {U}}})$$\end{document} is of order p under \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathbb {P}}^{(p)}$$\end{document} (by Theorem 2.3), we will later need to take \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$B=bp$$\end{document} so that the limiting multiplicative cascade sees a barrier at height b. This will leave a good enough upper bound in (4.16) to get rid of the barrier as \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$b\rightarrow \infty $$\end{document} .

Proposition 4.4

Suppose \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0,2)$$\end{document} . There exist \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\gamma >0$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$C>0$$\end{document} such that for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$B\ge p\ge 1$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \texttt {P}_p( {\texttt {T}}_{B}^+<\infty ) \le C \bigg (\frac{B}{p}\bigg )^{-\gamma }. \end{aligned}$$\end{document}

Proof

Take \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\gamma $$\end{document} , M, C and D as in Proposition 4.3. Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L\ge 1$$\end{document} (its value will be fixed at the end of the proof). Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\texttt {L}_M:=\lim _{k\rightarrow \infty } \texttt {L}_M(k)$$\end{document} . We use the upper bound

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \texttt {P}_p( {\texttt {T}}_{B}^+<\infty ) \le \texttt {P}_p(\texttt {L}_M > L) + B^{-\gamma } \texttt {E}_p\bigg [\sum _{k=0}^\infty {\texttt {S}}_k^{\gamma } \mathbb {1}_{\{ {\texttt {L}}_M\le L\}}\bigg ]. \end{aligned}$$\end{document}

For the first term, remark that on the event that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\texttt {L}_M>L$$\end{document} , the first L times when \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\texttt {S}_n \in [1,M]$$\end{document} , one must have in particular \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\texttt {S}_{n+1}\ne 0$$\end{document} (otherwise \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\texttt {S}$$\end{document} would get absorbed at 0). Writing \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$c = \min _{p\in [1,M]} \texttt {P}_p(\texttt {S}_1=0)$$\end{document} , we thus get

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \texttt {P}_p(\texttt {L}_M > L)\le (1-c)^L. \end{aligned}$$\end{document}

On the other hand, Proposition 4.3 implies that

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ \texttt {E}_p\bigg [\sum _{k=0}^\infty {\texttt {S}}_k^{\gamma } \mathbb {1}_{\{ {\texttt {L}}_M\le L\}}\bigg ] \le p^{\gamma } C^L \sum _{k=0}^\infty D^k = p^{\gamma } C^L \frac{1}{1-D} . $$\end{document}

Take \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L=\delta \ln \frac{B}{p}$$\end{document} with \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\delta =\delta ( \gamma )>0$$\end{document} small enough and use (4.18) in (4.17) to complete the proof. \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\square $$\end{document}

Hitting probabilities in the case \documentclass[12pt]{minimal}

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			\setlength{\oddsidemargin}{-69pt}
			\begin{document}$$n=2$$\end{document}n=2

For the same reasons as in Sect. 4.2, we will also be after hitting time estimates in the case \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} . In fact, introducing an upper barrier in this case will also be crucial for another reason: since this case corresponds to the boundary case of branching random walk (Sect. 2.4), we will need to apply a truncation argument. We will see that the perimeter cascade \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(\chi ^{(p)}(u), u\in {{\mathcal {U}}})$$\end{document} feels the effect of the barrier, causing the presence of extra logarithmic corrections.

The main result of this section is the following. Recall that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\texttt {T}}_M$$\end{document} is the hitting time of [0, M) by \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\texttt {S}}$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\texttt {T}}_r^+$$\end{document} the hitting time of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(r,\infty )$$\end{document} by \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\texttt {S}}$$\end{document} . In view of the asymptotics (4.10) of the renewal function, one should interpret (4.20) as a glimpse of the fact that the cascade will feel the barrier as \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$b\rightarrow \infty $$\end{document} .

Proposition 4.5

Suppose \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} . There exists a constant \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$c>1$$\end{document} such that for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$M\ge 1$$\end{document} , \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$B\ge M$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\in {[1,B]}$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {\texttt {P}}_p({\texttt {T}}_M < {\texttt {T}}^+_{B}) \le c\frac{1+\ln B - \ln p}{1+ \ln B -\ln M}. \end{aligned}$$\end{document}

Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$b>1$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$M\ge 1$$\end{document} and recall the constant \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$c_0$$\end{document} defined in (4.10). For any sequence \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(x_p)_p$$\end{document} with limit \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$x<b$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \lim _{p\rightarrow \infty } \ln (p)\, {\texttt {P}}_{x_p p}({\texttt {T}}_M < {\texttt {T}}^+_{bp}) = \frac{R(\ln (b/x))}{c_0}. \end{aligned}$$\end{document}

The result will be proved at the end of the section. Unsurprisingly, hitting time estimates in the critical O(2) case are more delicate. Intuitively, the reason is that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\xi $$\end{document} is centred in this case (recall (4.3) and the discussion there), so that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(\chi ^{(p)}(u), |u|=k)$$\end{document} does not a priori decay with k. To understand more precisely if and how it decays, our key idea will be to use a coupling with the limiting multiplicative random walk Y. We will first present nice properties of this coupling (namely Lemma 4.6 and Theorem 4.7), in order to complete the proof of Proposition 4.5.

Recall that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(\xi _i)_{i\ge 1}$$\end{document} are i.i.d. random variables with distribution given by (4.8). Under \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\texttt {P}}_p$$\end{document} , we let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$Y_0=p$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$Y_n= p \prod _{i=1}^n\xi _i$$\end{document} for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\ge 1$$\end{document} . By Lemma C.4, there exist constants \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$C>0$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p_0\ge 1$$\end{document} such that for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\ge p_0$$\end{document} , and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$q\ge 0$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \left\lvert {\texttt {P}}_p({\texttt {S}_1} \le q) - F\Big (\frac{q}{p}\Big )\right\rvert \le \frac{C}{\sqrt{p}}. \end{aligned}$$\end{document}

We define our coupling of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\texttt {S}$$\end{document} and Y under \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\texttt {P}}_p$$\end{document} by induction. First let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\texttt {S}}_0 = Y_0 = p$$\end{document} , and denote by \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$F_r$$\end{document} the distribution function of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\texttt {S}}_1/r$$\end{document} conditioned on \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\texttt {S}}_0 = r$$\end{document} , and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$F_r^{-1}$$\end{document} its generalised inverse. If \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\texttt {S}}_{n-1} = r \ne 0$$\end{document} , we define \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\texttt {S}}_n$$\end{document} by

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {\texttt {S}}_n = rF_r^{-1}(F(\xi _n)). \end{aligned}$$\end{document}

Then by definition of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\texttt {S}}_n$$\end{document} and monotonicity of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$F_r$$\end{document} , \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$F_{r}(({\texttt {S}}_n-1)_+/r) \le F(\xi _n) \le F_r({\texttt {S}}_n/r)$$\end{document} . From the exact formula of F(x) for (4.8), there exists a constant \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$C'>0$$\end{document} such that for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$q\in {{\mathbb {N}}}$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$r\in {{\mathbb {N}}}^*$$\end{document} , \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$|F(q/r) - {F((q-1)_+/r)}| \le C'/\sqrt{r}$$\end{document} . Combining this with the bound (4.21) with \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p=r$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$q={\texttt {S}}_n$$\end{document} or \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\texttt {S}_n}-1$$\end{document} , we have when \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$r\ge p_0$$\end{document} , on \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\{{\texttt {S}}_{n-1} = r\}$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} F\bigg (\frac{{\texttt {S}}_n}{r}\bigg ) - \frac{C+C'}{\sqrt{r}} \le F\bigg (\frac{({\texttt {S}}_n-1)_+}{r}\bigg ) - \frac{C}{\sqrt{r}} \le F(\xi _n) \le F\bigg (\frac{{\texttt {S}}_n}{r}\bigg ) + \frac{C}{\sqrt{r}}. \end{aligned}$$\end{document}

Substituting \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\texttt {S}}_{n-1}$$\end{document} for r, we conclude that there exists a constant \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$C>0$$\end{document} such that

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \left| F\bigg (\frac{Y_n}{Y_{n-1}}\bigg ) - F\bigg (\frac{{\texttt {S}}_n}{{\texttt {S}}_{n-1}}\bigg )\right| \le \frac{C}{\sqrt{{\texttt {S}}_{n-1}}} \quad \text {a.s.}, \end{aligned}$$\end{document}

on the event \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\{{\texttt {S}}_{n-1} \ge p_0\}$$\end{document} .

The following lemma introduces a good event \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$E_M$$\end{document} on which \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\texttt {S}$$\end{document} and Y are within constants under the above coupling. Recall the definition of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\sigma _r$$\end{document} in (4.11).

Lemma 4.6

Suppose that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} , and fix \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$a>1$$\end{document} . For \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$M>0$$\end{document} , let

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ E_M := \left\{ \forall \, 0 \le k<\sigma _M, \; Y_k^{\frac{7}{8}}\le Y_{k+1}\le Y_k^{\frac{9}{8}} \right\} \bigcap \left\{ \prod _{k=0}^{\sigma _M-1} (1+ Y_k^{-\frac{3}{16}})\le \sqrt{a} \right\} . $$\end{document}

There exists \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p_1\ge 1$$\end{document} such that for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$M\ge p_1$$\end{document} , on the event \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$E_M$$\end{document} , we have \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\frac{1}{a}\le \frac{{\texttt {S}}_k}{Y_k} \le a$$\end{document} for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$k\le \sigma _M$$\end{document} .

Proof

We first choose \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p_1$$\end{document} . Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p_0$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$C>0$$\end{document} be as in (4.21). For the sake of the below arguments, we will need to take \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p_1 \ge 1$$\end{document} large enough so that: (i) \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p_1\ge a p_0$$\end{document} , (ii) \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$4\sqrt{a}C p_1^{-7/16} \le 1$$\end{document} , (iii) \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$8 \sqrt{a}C p_1^{-1/8} \le 1$$\end{document} , and (iv) \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\tan \big (\frac{\pi }{2}x) \le 2x$$\end{document} for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$x<\sqrt{a}Cp_1^{-1/2}$$\end{document} . The constant \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p_1$$\end{document} being set, we now take \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$M\ge p_1$$\end{document} and prove the claim by induction on k (up to \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\sigma _M$$\end{document} ). Suppose that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$k<\sigma _M$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\texttt {S}}_{\ell }/Y_{\ell } \in [1/a, a]$$\end{document} for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\ell \le k$$\end{document} . For \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\ell \le k$$\end{document} , let

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ f_\ell := \left\lvert F\bigg (\frac{{\texttt {S}}_{\ell +1}}{{\texttt {S}}_\ell }\bigg ) - F\bigg (\frac{Y_{\ell +1}}{Y_\ell }\bigg ) \right\rvert . $$\end{document}

Setting \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$s_\ell =\sqrt{\frac{{\texttt {S}}_{\ell +1}}{{\texttt {S}}_{\ell }}}$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$y_\ell =\sqrt{\frac{Y_{\ell +1}}{Y_\ell }}$$\end{document} , \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$f_\ell = f_\ell (s_\ell ,y_\ell )$$\end{document} where

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} f_\ell (s_\ell ,y_\ell ) =\left| \frac{2}{\pi }\arctan s_\ell - \frac{2}{\pi }\arctan y_\ell \right| = \frac{2}{\pi }\arctan \left| \frac{s_\ell - y_\ell }{1+s_\ell y_\ell } \right| . \end{aligned}$$\end{document}

Notice that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\texttt {S}}_\ell \ge \frac{Y_\ell }{a} {\mathop {\ge }\limits ^{\text {(i)}}} p_0$$\end{document} since \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\ell <\sigma _M$$\end{document} . In view of (4.23), \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$f_\ell \le \frac{C}{\sqrt{{\texttt {S}}_\ell }}\le \frac{\sqrt{a}C}{\sqrt{Y_\ell }}$$\end{document} . Besides, on the event \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$E_M$$\end{document} , \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$y_\ell =\sqrt{\frac{Y_{\ell +1}}{Y_\ell }} \le Y_\ell ^{\frac{1}{16}}$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\frac{1}{y_\ell } =\sqrt{\frac{Y_{\ell }}{Y_{\ell +1}}} \le Y_\ell ^{\frac{1}{16}}$$\end{document} . We deduce that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\tan \big (\frac{\pi }{2} f_\ell \big ) {\mathop {\le }\limits ^{\text {(iv)}}} 2f_\ell $$\end{document} , \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ f_\ell {{\widetilde{y}}}_\ell {\mathop {\le }\limits ^{\text {(ii)}}} \frac{1}{4}$$\end{document} , \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$f_\ell {{\widetilde{y}}}_\ell ^2 {\mathop {\le }\limits ^{\text {(iii)}}} \frac{1}{8}Y_{\ell }^{-1/4}$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$f_\ell {\mathop {\le }\limits ^{\text {(iii)}}} \frac{1}{8}Y_\ell ^{-1/4}$$\end{document} , where \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\widetilde{y}}}_\ell $$\end{document} is either \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$y_\ell $$\end{document} or \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\frac{1}{y_\ell }$$\end{document} . Equation (4.24) then yields

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ |s_\ell -y_\ell |= (1+s_\ell y_\ell ) \tan \Big (\frac{\pi }{2} f_\ell \Big ) \le 2 f_\ell (1+s_\ell y_\ell ) \le 2 f_\ell (1+ y_\ell ^2+ |s_\ell -y_\ell |y_\ell ), $$\end{document}

hence

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ |s_\ell -y_\ell | \le \frac{2 f_\ell (1+ y_\ell ^2)}{1-2f_\ell y_\ell }\le 4f_\ell (1+ y_\ell ^2) \le Y_\ell ^{-1/4}. $$\end{document}

We proved that

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ \left| \sqrt{\frac{{\texttt {S}}_{\ell +1}}{{\texttt {S}}_\ell }} - \sqrt{\frac{Y_{\ell +1}}{Y_\ell }} \right| \le Y_\ell ^{-1/4}. $$\end{document}

Multiplying both sides by \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\sqrt{\frac{{\texttt {S}}_\ell }{Y_{\ell +1}}}= \sqrt{\frac{{\texttt {S}}_\ell }{Y_{\ell }}} \sqrt{\frac{Y_\ell }{Y_{\ell +1}}}\le \sqrt{\frac{{\texttt {S}}_\ell }{Y_{\ell }}} Y_{\ell }^{1/16} $$\end{document} , we get

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ \left| \sqrt{\frac{{\texttt {S}}_{\ell +1}}{Y_{\ell +1}}} - \sqrt{\frac{{\texttt {S}}_\ell }{Y_\ell }} \right| \le Y_\ell ^{-3/16} \sqrt{\frac{{\texttt {S}}_\ell }{Y_\ell }}. $$\end{document}

The above chain of arguments is valid for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\ell \le k$$\end{document} . In particular, by induction,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \sqrt{\frac{{\texttt {S}}_{k+1}}{Y_{k+1}}}\le \sqrt{\frac{{\texttt {S}}_k}{Y_k}}(1 + Y_k^{-3/16})\le \ldots \le \prod ^{k}_{n=0}(1 + Y_{n}^{-3/16})\le \sqrt{a}, \end{aligned}$$\end{document}

on \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$E_M$$\end{document} . This proves \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\texttt {S}_{k+1}/Y_{k+1} \le a$$\end{document} . For the other inequality, we first note that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$f_\ell (s_\ell ,y_\ell ) = f_\ell (1/s_\ell ,1/y_\ell )$$\end{document} . Substituting \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\frac{1}{s_k}$$\end{document} , resp. \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\frac{1}{y_k}$$\end{document} , for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$s_k$$\end{document} , resp. \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$y_k$$\end{document} , in (4.24) and running the above argument therefore yields

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ \left| \sqrt{\frac{{\texttt {S}}_{\ell }}{{\texttt {S}}_{\ell +1}}} - \sqrt{\frac{Y_{\ell }}{Y_{\ell +1}}} \right| \le Y_\ell ^{-1/4}. $$\end{document}

Multiplying it by \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\sqrt{\frac{Y_{\ell +1}}{{\texttt {S}}_{\ell }}}\le \sqrt{\frac{Y_{\ell }}{{\texttt {S}}_\ell }} Y_{\ell }^{1/16}$$\end{document} leads to the inequality \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\sqrt{\frac{Y_{k+1}}{{\texttt {S}}_{k+1}}}\le \sqrt{a}$$\end{document} . Taking the squares completes the induction and the proof of the theorem. \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\square $$\end{document}

We can now state our main coupling result, showing that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\texttt {S}$$\end{document} and Y are within constants with high probability.

Theorem 4.7

Suppose that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} , and fix \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$a>1$$\end{document} . There exist \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$c_1>0$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p_1>0$$\end{document} such that for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p \ge M\ge p_1$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {\texttt {P}}_p\left( \forall \, 0\le k\le \sigma _M,\, \frac{1}{a}\le \frac{{\texttt {S}}_k}{Y_k} \le a\right) \ge 1 - c_1 M^{-\frac{1}{16}}. $$\end{document}

Proof

In the proof, the letter c denotes a positive constant whose value can change from line to line. By Lemma 4.6, we only need to see that there exists \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$c_1>0$$\end{document} such that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$E_M$$\end{document} occurs with probability at least \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$1-c_1 M^{-1/16}$$\end{document} whenever \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\ge M\ge p_1$$\end{document} . Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$E_1$$\end{document} be the event that for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$k<\sigma _M$$\end{document} , we have \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$Y_k^{\frac{7}{8}}\le Y_{k+1}\le Y_k^{\frac{9}{8}}$$\end{document} . By a union bound, discussing on the time k when the condition is violated, we find

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {\texttt {P}}_p(E_1^\text {c})\le {\texttt {E}}_p\bigg [\sum ^{\sigma _M - 1}_{k=0} \mathbb {1}_{\big \{ \frac{Y_{k+1}}{Y_k} \notin [Y_k^{-1/8}, Y_k^{1/8}] \big \}}\bigg ]. $$\end{document}

By conditioning on \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$Y_k$$\end{document} and using the Markov property,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {\texttt {E}}_p\bigg [\sum ^{\sigma _M - 1}_{k=0} \mathbb {1}_{\big \{\frac{Y_{k+1}}{Y_k} \notin [Y_k^{-1/8}, Y_k^{1/8}] \big \}}\bigg ] = {\texttt {E}}_p\bigg [\sum ^{\sigma _M - 1}_{k=0}{\texttt {P}}(\xi \notin [r^{-1/8},r^{1/8}])_{\big | r=Y_k} \bigg ]. $$\end{document}

From the explicit distribution (4.8) of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\xi $$\end{document} , we see that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\texttt {P}}_p( \xi \notin [r^{-1/8},r^{1/8}] )\le c\, r^{-1/16}$$\end{document} , hence

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {\texttt {P}}_p(E_1^\text {c})\le c\, {\texttt {E}}_p \bigg [\sum ^{\sigma _M - 1}_{k=0}Y_k^{-\frac{1}{16}}\bigg ]. $$\end{document}

The last expectation is smaller than \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$c\, M ^{-\frac{1}{16}}$$\end{document} , see for example Lemma A.1 in [55]. On the other hand,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\texttt {E}}_p\bigg [\sum ^{\sigma _M-1}_{k=0} \ln (1 + Y_k^{-\frac{3}{16}})\bigg ] \le {\texttt {E}}_p\bigg [\sum ^{\sigma _M-1}_{k=0} Y_k^{-\frac{3}{16}}\bigg ] \le c\, M^{-\frac{3}{16}},$$\end{document}

by the same result. By Markov’s inequality, we deduce that for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\ge M\ge 1$$\end{document} , the event \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$E_M$$\end{document} of Lemma 4.6 has probability greater than \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$1- c\, M ^{-\frac{1}{16}}$$\end{document} . Lemma 4.6 concludes the proof. \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\square $$\end{document}

Using this coupling, we may finally derive the hitting time estimates in Proposition 4.5.

Proof of Proposition 4.5

We first prove (4.19). Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$M\ge 1$$\end{document} . We begin by fixing some constants: our precise choice comes from the arguments below. We fix \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\rho }>2$$\end{document} (large enough) and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${a_0}>0$$\end{document} (small enough) so that: (i) \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$1+\ln ({\rho })> p_1^{1/16}$$\end{document} with \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p_1$$\end{document} as in Theorem 4.7 with \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$a=2$$\end{document} there, (ii) \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${a_0} \le \inf _{x\ge \ln 2} \frac{1-\ln 2 +x}{1+x}$$\end{document} , (iii) \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$1+\ln (x)<x^{1/16}$$\end{document} for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$x\ge {\rho }$$\end{document} , and (iv) for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$x\ge {\rho }$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ 1+\ln (x)\ge {a_0} (1+\ln (x)) + 16 \ln (1+\ln (x)). $$\end{document}

We will first prove (4.19) when \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$B\ge {\rho }M$$\end{document} . Consider such a B, and define \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$r_0\ge 1$$\end{document} by

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} r_0^{-\frac{1}{16}}= \frac{1}{1+\ln (B/M)}, \end{aligned}$$\end{document}

i.e. \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\ln (r_0) = 16 \ln (1+\ln (B/M))$$\end{document} . Since \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$B\ge {\rho }M$$\end{document} and by (i) above, we have \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$r_0\ge p_1$$\end{document} and we may apply Theorem 4.7 to \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$r_0$$\end{document} . Let

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \tau :=\inf \bigg \{k\ge 0\,:\, \frac{{\texttt {S}}_k}{Y_k}\notin \Big [\frac{1}{2},2\Big ]\bigg \}. \end{aligned}$$\end{document}

Then there exists \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$c_1 > 0$$\end{document} such that for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ p \ge r_0$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {\texttt {P}}_p(\tau \le \sigma _{r_0}) \le c_1 r_0^{-\frac{1}{16}}, \end{aligned}$$\end{document}

hence

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {\texttt {P}}_p({\texttt {T}}_M< {\texttt {T}}^+_{B})\le & c_1 r_0^{-\frac{1}{16}} + {\texttt {P}}_p( {\texttt {T}}_M< {\texttt {T}}^+_{B},\, \tau> \sigma _{r_0}) \nonumber \\= & \frac{c_1}{1+\ln (B/M)} + {\texttt {P}}_p( {\texttt {T}}_M < {\texttt {T}}^+_{B},\, \tau > \sigma _{r_0}). \end{aligned}$$\end{document}

Now let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$r_1:=\max (2M,r_0)$$\end{document} . Notice that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$r_1 \le B$$\end{document} since \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\rho }>2$$\end{document} and

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ r_0^{-\frac{1}{16}}=\frac{1}{1+\ln (B/M)} \ge \frac{1}{1+\ln (B)} {\mathop {>}\limits ^{\text {(iii)}}} B^{-\frac{1}{16}}. $$\end{document}

Besides, observe that

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ 1+\ln (B)-\ln (r_0) \ge 1+\ln (B/M)-\ln (r_0) \overset{\text {(iv)}}{\ge } {a_0} (1+\ln (B/M)), $$\end{document}

and also

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ 1+\ln (B)-\ln (2\,M) {\mathop {\ge }\limits ^{\text {(ii)}}} {a_0} (1+\ln (B/M)). $$\end{document}

Therefore

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} 1+\ln (B)-\ln (r_1) \ge {a_0} (1+\ln (B/M)). \end{aligned}$$\end{document}

We first take an upper bound in (4.27): for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\in [r_1,B]$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {\texttt {P}}_p({\texttt {T}}_M< {\texttt {T}}^+_{B}) \le \frac{c_1}{1+\ln (B/M)} + {\texttt {P}}_p( {\texttt {T}}_M < {\texttt {T}}^+_{B},\, \tau > \sigma _{r_1}). \end{aligned}$$\end{document}

Since \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$r_1\ge 2M$$\end{document} , on the event \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\{\tau >\sigma _{r_1}\}$$\end{document} , \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\texttt {T}}_M \ge \sigma _{r_1}$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\{ \sigma _{r_1}<{\texttt {T}}_B^+\} \subset \{ \sigma _{r_1}< \sigma ^+_{2B} \}$$\end{document} . We get for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\in [r_1,B]$$\end{document}

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {\texttt {P}}_p( {\texttt {T}}_M< {\texttt {T}}^+_{B},\, \tau> \sigma _{r_1}) \le {\texttt {P}}_p( \sigma _{r_1}< {\texttt {T}}^+_{B},\, \tau >\sigma _{r_1}) \le {\texttt {P}}_p( \sigma _{r_1} < \sigma _{2B}^+), $$\end{document}

which by (4.14) is smaller than a constant times

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ \frac{1+\ln (2B)-\ln (p)}{1+\ln (2B)-\ln (r_1)} \le c \frac{1+\ln (B)-\ln (p)}{1+\ln (B)-\ln (r_1)} \overset{(4.28)}{\le } \frac{c}{{a_0}} \frac{1+\ln (B)-\ln (p)}{1+\ln (B)-\ln (M)}. $$\end{document}

Plugging this inequality into (4.29), we proved that for any \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$M\ge 1$$\end{document} , \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$B\ge {\rho } M$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\in [r_1,B]$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {\texttt {P}}_p({\texttt {T}}_M< {\texttt {T}}^+_{B}) \le c \frac{1+\ln (B)-\ln (p)}{1+\ln (B)-\ln (M)} . $$\end{document}

This bound stays true (for some bigger constant c if necessary) when \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\le r_1$$\end{document} by (4.28), since in that case

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ 1+\ln (B)-\ln (p) \ge 1+\ln (B)-\ln (r_1) \ge {a_0} (1+\ln (B/M)). $$\end{document}

Finally, it also stays true if \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$B/M \in [1,{\rho }]$$\end{document} by taking \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$c>1+\ln ({\rho })$$\end{document} . This concludes the proof of (4.19).

We turn to the proof of (4.20). Fix \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$b>1$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$M\ge 1$$\end{document} . Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$r_0$$\end{document} be defined as in (4.25) with B replaced with bp. Notice that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$r_0\rightarrow \infty $$\end{document} as \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\rightarrow \infty $$\end{document} . Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$K\ge 1$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$a>1$$\end{document} . Define \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\tau _a:=\inf \big \{k\ge 0:\, \frac{{\texttt {S}}_k}{Y_k}\notin [\frac{1}{a},a]\big \}$$\end{document} . By Theorem 4.7, we have for p large enough,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {\texttt {P}_{x_p p}}({\texttt {T}}_M< {\texttt {T}}_{bp}^+) \le c_1 (Kr_0)^{-\frac{1}{16}} + {\texttt {P}_{x_pp}}({\texttt {T}}_M< {\texttt {T}}_{bp}^+,\, \tau _a> \sigma _{Kr_0}). $$\end{document}

Now, on the event \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\{\tau _a>\sigma _{Kr_0}\}$$\end{document} , we have \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\texttt {T}_M > \sigma _{Kr_0}$$\end{document} (for large enough p), and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\{\sigma _{Kr_0}< \texttt {T}^+_{bp} \} \subset \{\sigma _{Kr_0} < \sigma ^+_{abp} \}$$\end{document} . Hence

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {\texttt {P}_{x_p p}}({\texttt {T}}_M< {\texttt {T}}_{bp}^+) \le c_1 (Kr_0)^{-\frac{1}{16}} + {\texttt {P}_{x_p p}}(\sigma _{Kr_0}< \sigma ^{+}_{abp}). $$\end{document}

By (4.13) and the continuity of R, as \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\rightarrow \infty $$\end{document} , \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\texttt {P}}_{x_p p}(\sigma _{Kr_0}< \sigma ^{+}_{a b p}) = {\texttt {P}}_1(\sigma _{Kr_0/(x_p p)}< \sigma ^{+}_{a b/x_p}) \sim \frac{R(\ln (ab/x))}{c_0\ln (p)}$$\end{document} . Moreover, (4.25) gives \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$r_0^{-\frac{1}{16}} \sim \frac{1}{\ln (p)}$$\end{document} as \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\rightarrow \infty $$\end{document} . We deduce that

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ \limsup _{p\rightarrow \infty } \; \ln (p) \, {\texttt {P}_{x_p p}}({\texttt {T}}_M< {\texttt {T}}_{bp}^+) \le c_1K^{-\frac{1}{16}} + \frac{R(\ln (ab/x))}{c_0}. $$\end{document}

Sending \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$K\rightarrow \infty $$\end{document} then \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$a\rightarrow 1$$\end{document} (recalling that R is continuous) yields the upper bound. The lower bound is proved similarly, since for large enough p,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {\texttt {P}_{x_p p}}({\texttt {T}}_M< {\texttt {T}}_{bp}^+)&\ge {\texttt {P}_{x_p p}}({\texttt {T}}_M< {\texttt {T}}_{bp}^+,\, \tau _a> \sigma _{Kr_0})\\&\ge {\texttt {P}_{x_p p}}({\sigma _{Ma}}< \sigma ^+_{b p/a} ,\, \tau _a > \sigma _{Kr_0}) \\&\ge {\texttt {P}_{x_p p}}({\sigma _{Ma}} < \sigma ^+_{b p/a}) -c_1 (Kr_0)^{-\frac{1}{16}}, \end{aligned}$$\end{document}

by Theorem 4.7. We conclude as for the upper bound. \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\square $$\end{document}

Green function

Part of our arguments for controlling the volume of good or bad regions in our classification of Sect. 5 will rely on moment estimates on the volume inside various types of loops. Through the many-to-one formula (Proposition 4.1), this will translate into moment estimates along the spine, confined between two barriers (Corollary 4.9). Again, we stress that the constants M and B in the statements should be thought of as lower and upper barriers for the discrete perimeter cascade. The need for these barriers will become clearer as we move towards the classification, see e.g. the discussion preceding Definition 5.4.

The moment estimates will be presented in Corollary 4.9. They are based on the following Green function estimates.

Proposition 4.8

(i) Suppose \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0,2)$$\end{document} . There exists a constant \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$c>0$$\end{document} such that for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$t\ge 0$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\ge 1$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {\texttt {E}}_p\bigg [\sum _{n=0}^\infty \mathbb {1}_{\{ {\texttt {S}}_n\in [\text {e}^t,\text {e}^{t+1}]\}}\bigg ]\le c. \end{aligned}$$\end{document}

(ii) Suppose \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} . There exists a constant \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$c>0$$\end{document} such that for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$M\ge 1$$\end{document} , \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$B\ge M$$\end{document} , \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\in [M,B]$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$t\in [\ln (M),\ln (B)]$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {\texttt {E}}_p\bigg [\sum _{n=0}^{{\texttt {T}}_M\wedge {\texttt {T}}_B^+} \mathbb {1}_{\{ {\texttt {S}}_n\in [\text {e}^t,\text {e}^{t+1}]\}}\bigg ]\le c (1+\min (\ln (B) - t,t -\ln (M))) \min \bigg (\frac{2+\ln (B)-\ln (p)}{1+\ln (B)- t}, 1\bigg ).\nonumber \\ \end{aligned}$$\end{document}

Proof

(i) We first prove that there exists a constant \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$c\in (0,1)$$\end{document} such that for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$x\ge 1$$\end{document} , \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\texttt {P}}_x({\texttt {S}}_k <x/\text {e},\, \forall \, k\ge 1) \ge c$$\end{document} . We only need to show it for x large enough. By Proposition 4.4, there exists \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$b>1$$\end{document} such that for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\ge 1$$\end{document} , \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\texttt {P}}_p({\texttt {T}}_{bp}^+=\infty ) \ge \frac{1}{2}$$\end{document} . By the Markov property at time 1, for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$x\ge b \text {e}$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} & {\texttt {P}}_x({\texttt {S}}_k<x/\text {e},\, \forall \, k\ge 1) \ge \texttt {E}_x \big [\mathbb {1}_{\{1\le \texttt {S}_1 \le \frac{x}{b \text {e}}\}} {\texttt {P}}_{\texttt {S}_1}({\texttt {S}}_k <x/\text {e},\, \forall \, k\ge 1)\big ] \\ & = \texttt {E}_x \big [\mathbb {1}_{\{1\le \texttt {S}_1 \le \frac{x}{b\text {e}}\}} {\texttt {P}}_{\texttt {S}_1}(\texttt {T}^+_{x/\text {e}}=\infty )\big ]. \end{aligned}$$\end{document}

Now on the event \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\{1\le \texttt {S}_1 \le \frac{x}{b\text {e}}\}$$\end{document} , we have \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\texttt {P}}_{\texttt {S}_1}(\texttt {T}^+_{x/\text {e}}=\infty ) \ge {\texttt {P}}_{\texttt {S}_1}(\texttt {T}^+_{b \texttt {S}_1}=\infty )\ge \frac{1}{2}$$\end{document} by our choice of b. Thus \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\texttt {P}}_x({\texttt {S}}_k <x/\text {e},\, \forall \, k\ge 1) \ge \frac{1}{2}{\texttt {P}}_x({\texttt {S}}_1\in [1,x/b\text {e}])$$\end{document} while \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\texttt {P}}_x({\texttt {S}}_1\in [1,x/b\text {e}])$$\end{document} has a positive limit as \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$x\rightarrow \infty $$\end{document} since \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\frac{\texttt {S}_1}{x}$$\end{document} converges in distribution under \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\texttt {P}_x$$\end{document} by Proposition 4.2.

Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$N_t:= \sum _{n=0}^\infty \mathbb {1}_{\{ {\texttt {S}}_n\in [\text {e}^t,\text {e}^{t+1}]\}}$$\end{document} , and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$T_t^{k}$$\end{document} defined recursively by \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$T_t^0:= \inf \{n\ge 0: \; {\texttt {S}}_n \in [\text {e}^t, \text {e}^{t+1}]\}$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$T_t^{k+1}:=\inf \{n>T_t^k: \; {\texttt {S}}_n \in [\text {e}^t,\text {e}^{t+1}] \}$$\end{document} . By the Markov property, the above discussion entails that for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$k\ge 1$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} & {\texttt {P}}_p(N_t> k) = {\texttt {P}}_p(T_t^{k}<\infty ) = {\texttt {E}}_p\big [\mathbb {1}_{\{T_t^{k-1}<\infty \}} {\texttt {P}}_{\texttt {S}(T_t^{k-1})}(T_t^1<\infty ) \big ] \\ & \le (1-c) {\texttt {P}}_p(T_t^{k-1} <\infty ) =(1-c) {\texttt {P}}_p(N_t > k-1), \end{aligned}$$\end{document}

since \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$T_t^{1}=\infty $$\end{document} on the event \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\{{\texttt {S}}_k <x/\text {e},\, \forall \, k\ge 1 \}$$\end{document} , when \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\texttt {S}_0 = x\in [\text {e}^t,\text {e}^{t+1}]$$\end{document} . This proves that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\texttt {P}}_p(N_t > k) \le (1-c)^k$$\end{document} for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$k\ge 0$$\end{document} , and hence (4.30) since \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\texttt {E}_p [N_t] = \sum _{k\ge 0} {\texttt {P}}_p(N_t > k)$$\end{document} .

(ii) We claim that it is enough to prove that there exists a constant \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$c>0$$\end{document} such that for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$B\ge M\ge 1$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$t\in [\ln M,\ln B]$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \sup _{p\in [\text {e}^t,\text {e}^{t+1}]}{\texttt {E}}_p\bigg [\sum _{n=0}^{{\texttt {T}_M}\wedge {\texttt {T}}_B^+} \mathbb {1}_{\{ {\texttt {S}}_n\in [\text {e}^t,\text {e}^{t+1}] \}}\bigg ]\le c (1+\min (\ln (B) - t,t -\ln (M))).\qquad \end{aligned}$$\end{document}

Indeed, by the Markov property at \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$T^0_t:= \inf \{n\ge 0: \; {\texttt {S}}_n \in [\text {e}^t, \text {e}^{t+1}]\}$$\end{document} we would then have

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} & {\texttt {E}}_p\bigg [\sum _{n=0}^{{\texttt {T}_M}\wedge {\texttt {T}}_B^+} \mathbb {1}_{\{ {\texttt {S}}_n\in [\text {e}^t,\text {e}^{t+1}]\}}\bigg ] = {\texttt {E}_p}\Bigg [\mathbb {1}_{\{T^0_t \le {\texttt {T}}_M\wedge {\texttt {T}}_B^+\}} {\texttt {E}}_{\texttt {S}(T_t^0)} \bigg [\sum _{n=0}^{{\texttt {T}}_M\wedge {\texttt {T}}_B^+} \mathbb {1}_{\{ {\texttt {S}}_n\in [\text {e}^t,\text {e}^{t+1}]\}}\bigg ]\Bigg ]\\ & {\mathop {\le }\limits ^{(4.32)}} c(1+ \min (\ln (B) - t,t -\ln (M))){\texttt {P}}_p(T^0_t \le {\texttt {T}}_M\wedge {\texttt {T}}_B^+). \end{aligned}$$\end{document}

When \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\text {e}^{t+1} \le p \le B$$\end{document} , Proposition 4.5 gives that

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {\texttt {P}}_p(T^0_t \le {\texttt {T}}_M\wedge {\texttt {T}}_B^+) \le {\texttt {P}}_p({\texttt {T}}_{\text {e}^{t+1}}\le {\texttt {T}}_B^+)\le c\frac{1 + \ln B - \ln p}{\ln B - t}\le c\frac{2 + \ln B - \ln p}{1 + \ln B - t}. \end{aligned}$$\end{document}

When \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\le \text {e}^{t+1}$$\end{document} (in particular when \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\text {e}^{t+1} > B$$\end{document} ), we note that the above ratio is larger than 1, and so we can bound by the minimum with 1 in any case. Thus we have proved (4.31) modulo (4.32).

We turn to proving (4.32). Fix B, M and t accordingly. Let e(t) denote the left-hand side of (4.32) and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\tau :=\inf \{k\ge 0:\, \frac{{\texttt {S}}_k}{Y_k}\notin [\frac{1}{2}, 2]\}$$\end{document} . By the Markov property at the first return time to \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ [\text {e}^t,\text {e}^{t+1}]$$\end{document} after \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\tau $$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {\texttt {E}}_p\bigg [\sum _{n=0}^{{\texttt {T}_M}\wedge {\texttt {T}}_B^+} \mathbb {1}_{\{ {\texttt {S}}_n\in [\text {e}^t,\text {e}^{t+1}] \}}\bigg ] \le {\texttt {E}}_p\bigg [\sum _{n=0}^{{\texttt {T}_M}\wedge {\texttt {T}}_B^+\wedge \tau } \mathbb {1}_{\{ {\texttt {S}}_n\in [\text {e}^t,\text {e}^{t+1}] \}}\bigg ] + {\texttt {P}}_p(\tau < {\texttt {T}_M}\wedge {\texttt {T}}_B^+) e(t).\nonumber \\ \end{aligned}$$\end{document}

We recall from Theorem 4.7 that for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$M\ge p_1$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {\texttt {P}}_p(\tau< {\texttt {T}_M}\wedge {\texttt {T}}_B^+) \le {\texttt {P}}_p(\tau < {\texttt {T}_M})\le c M^{-\frac{1}{16}}. \end{aligned}$$\end{document}

On the other hand,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {\texttt {E}}_p\bigg [\sum _{n=0}^{{\texttt {T}_M}\wedge {\texttt {T}}_B^+\wedge \tau } \mathbb {1}_{\{ {\texttt {S}}_n\in [\text {e}^t,\text {e}^{t+1}] \}}\bigg ] \le {\mathbb {E}}_p\bigg [\sum _{n=0}^{{\sigma _{M/2}}\wedge \sigma _{2B}^+} \mathbb {1}_{\{ Y_n\in [\text {e}^t/2, 2\text {e}^{t+1}] \}}\bigg ]. $$\end{document}

To derive an upper bound on this sum, we now mimic the proof of (i), with Y in place of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\texttt {S}$$\end{document} . Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\widetilde{N}}_t$$\end{document} be the sum on the right-hand side above. Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\widetilde{T}}_t^0:= \inf \{0 \le n < \sigma _{M/2}\wedge \sigma ^+_{2B}: \; Y_n \in [\text {e}^t/2, 2\text {e}^{t+1}]\}$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\widetilde{T}}_t^{k+1}:=\inf \{{\widetilde{T}}_t^k< n < \sigma _{M/2}\wedge \sigma ^+_{2B}: \; Y_n \in [\text {e}^t/2, 2\text {e}^{t+1}] \}$$\end{document} , with the convention that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\inf \emptyset = \infty $$\end{document} . Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\tilde{c}} = \inf _{q\in [\text {e}^t/2, 2\text {e}^{t+1}]} {{\mathbb {P}}}_q({\widetilde{T}}^{1}_t = \infty )>0$$\end{document} . Using again the Markov property at \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\widetilde{T}}^{k-1}_t$$\end{document} , we have for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$k\ge 1$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {{\mathbb {P}}}_p({\widetilde{N}}_t> k) = {{\mathbb {E}}}_p\Big [ \mathbb {1}_{\{{\widetilde{T}}^{k-1}_t< \infty \}} {{\mathbb {P}}}_{Y({\widetilde{T}}^{k-1}_t)}({\widetilde{T}}^{1}_t<\infty )\Big ] \le (1-{\tilde{c}}){{\mathbb {P}}}_p({\widetilde{N}}_t>k-1),\nonumber \\ \end{aligned}$$\end{document}

hence \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\mathbb {E}}}_p[{\widetilde{N}}_t]\le 1/{\tilde{c}}$$\end{document} .

We now bound \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\tilde{c}}$$\end{document} . Conditioning on the first step, for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$q\in [\text {e}^t/2, 2\text {e}^{t+1}]$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} & {{\mathbb {P}}}_q({\widetilde{T}}^1_t = \infty ) = {{\mathbb {E}}}_q[\mathbb {1}_{\{Y_1\notin [\text {e}^t/2, 2\text {e}^{t+1}]\}}{{\mathbb {P}}}_{Y_1}({\widetilde{T}}^0_t = \infty )]\nonumber \\ & \quad \ge {{\mathbb {E}}}_q\bigg [\mathbb {1}_{\{Y_1\ge 2\text {e}^{t+2}\}}{{\mathbb {P}}}_{Y_1}(\sigma _{2B}^+< \sigma _{2\text {e}^{t+1}})\bigg ] + {{\mathbb {E}}}_q\bigg [\mathbb {1}_{\{Y_1\le \text {e}^{t-1}/2\}} {{\mathbb {P}}}_{Y_1}(\sigma _{M/2}<\sigma _{\text {e}^t/2}^+)\bigg ].\nonumber \\ \end{aligned}$$\end{document}

We deal with the first term. Note that the law of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\ln \xi $$\end{document} is symmetric. Thus applying Equation (4.14) to \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\tilde{Y}} = 1/Y$$\end{document} we derive that for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$B > y \ge 2\text {e}^{t+{1}}$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {{\mathbb {P}}}_{y}(\sigma _{2B}^+ < \sigma _{2\text {e}^{t+1}}) {\mathop {\ge }\limits ^{(4.14)}} \frac{1}{c}\frac{1+\ln (y)-\ln (2\text {e}^{t+1})}{\ln (B)-t} \ge \frac{1}{c}\frac{1}{\ln (B)-t} \ge \frac{1}{c(1+\ln (B) - t)}, $$\end{document}

where we used \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$y\ge 2\text {e}^{t+{1}}$$\end{document} in the second inequality. This bound still holds for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$y\ge B$$\end{document} since in that case the probability on the left-hand side is 1. Thus the first term of (4.36) is bounded from below as

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {{\mathbb {E}}}_q\bigg [\mathbb {1}_{\{Y_1\ge 2\text {e}^{t+2}\}}{{\mathbb {P}}}_{Y_1}(\sigma _{2B}^+ < \sigma _{2\text {e}^{t+1}})\bigg ] \ge \frac{1}{c}\frac{{{\mathbb {P}}}_q(Y_1\ge 2\text {e}^{t+2})}{1+\ln (B)-t}. $$\end{document}

Likewise, a direct application of (4.14) shows that the second term of (4.36) is bounded as

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {{\mathbb {E}}}_q\bigg [\mathbb {1}_{\{Y_1\le \text {e}^{t-1}/2\}} {{\mathbb {P}}}_{Y_1}(\sigma _{M/2}<\sigma _{\text {e}^t/2}^+)\bigg ] \ge \frac{1}{c} \frac{{{\mathbb {P}}}_q(Y_1\le \text {e}^{t-1}/2)}{1+t-\ln (M)}. $$\end{document}

Further, notice that since \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$q\in [\text {e}^t/2, 2\text {e}^{t+1}]$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {{\mathbb {P}}}_q(Y_1\ge 2\text {e}^{t+2}) \ge {{\mathbb {P}}}(\xi \ge 4e^2) \quad \text {and} \quad {{\mathbb {P}}}_q(Y_1\le \text {e}^{t-1}/2) \ge {{\mathbb {P}}}\Big (\xi \le \frac{1}{4e^2}\Big ). $$\end{document}

Combining these two bounds, we get from (4.36) to

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {{\mathbb {P}}}_q({\widetilde{T}}^1_t = \infty ) \ge C \max \bigg ( \frac{1}{1+\ln (B)-t}, \frac{1}{1+t-\ln (M)}\bigg ), $$\end{document}

for some constant \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$C>0$$\end{document} . This bound being uniform in \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$q\in [\text {e}^t/2, 2\text {e}^{t+1}]$$\end{document} , we conclude from (4.35) that

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {{\mathbb {E}}}_p[{\widetilde{N}}_t]\le c(1 + \min (\ln B-t, t-\ln M)). \end{aligned}$$\end{document}

Plugging (4.34) and (4.37) back into (4.33) and taking the supremum on the left hand side, we obtain

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ e(t) \le c (1+ \min (\ln (B) - t ,t -\ln (M))) + cM^{-\frac{1}{16}} e(t), $$\end{document}

so \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$e(t) \le c (1+ \min (\ln (B) - t,t -\ln (M)))$$\end{document} if M is greater than some \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$M_0$$\end{document} . We now deal with the case \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$M\le M_0$$\end{document} . By the Markov property at the return time of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\texttt {S}$$\end{document} to \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$[\text {e}^t,\text {e}^{t+1}]$$\end{document} (strictly) after \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\texttt {T}}_{M_0}$$\end{document} (call it \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\texttt {T}}$$\end{document} ),

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {\texttt {E}}_p\bigg [\sum _{n=0}^{{\texttt {T}_M}\wedge {\texttt {T}}_B^+} \mathbb {1}_{\{ {\texttt {S}}_n\in [\text {e}^t,\text {e}^{t+1}] \}}\bigg ] \le {\texttt {E}}_p\bigg [\sum _{n=0}^{{\texttt {T}_{M_0}}\wedge {\texttt {T}}_B^+} \mathbb {1}_{\{ {\texttt {S}}_n\in [\text {e}^t,\text {e}^{t+1}] \}}\bigg ] + {\texttt {P}}_p({\texttt {T}}<\infty ) e(t). $$\end{document}

The probability to jump from \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$k\in [0,M_0]$$\end{document} to 0 is greater than a constant \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$c_0 \in (0,1)$$\end{document} hence \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\texttt {P}}_p({\texttt {T}}<\infty ) \le 1-c_0$$\end{document} . From what we have already proved, we deduce that

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ e(t) \le c (1+ \min (\ln (B) - t ,t -\ln (M_0))) + (1-c_0)e(t), $$\end{document}

so that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$e(t) \le c (1+ \min (\ln (B) - t,t -\ln (M)))$$\end{document} for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$M\ge 1$$\end{document} . \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\square $$\end{document}

Corollary 4.9

Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\beta >0$$\end{document} .

(i) Suppose \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0,2)$$\end{document} and let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\gamma \in (0,\beta )$$\end{document} be as in Proposition 4.4. There exists a constant \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$c>0$$\end{document} such that for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$B\ge M \ge 1$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\in [1,B]$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {\texttt {E}}_p\bigg [\sum _{n=0}^{\infty } {\texttt {S}}_n^{-\beta } \mathbb {1}_{\{{\texttt {S}}_n\ge M\}}\bigg ] \le c M^{-\beta }, \quad \text {and} \quad {\texttt {E}}_p\bigg [\sum _{n=0}^{\infty } {\texttt {S}}_n^{\beta } \mathbb {1}_{\{{\texttt {S}}_n\le B\}}\bigg ] \le c B^{\beta }\left( \frac{B}{p}\right) ^{-\gamma }. $$\end{document}

(ii) Suppose \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} . There exists a constant \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$c>0$$\end{document} such that for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$B\ge M\ge 1$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\in [M,B]$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {\texttt {E}}_p\bigg [\sum _{n=0}^{{\texttt {T}}_M\wedge {\texttt {T}}_B^+ -1 } {\texttt {S}}_n^{-\beta }\bigg ] \le c M^{-\beta }\frac{1+\ln (B)-\ln (p)}{1+\ln (B)-\ln (M)}, \quad \text {and} \quad {\texttt {E}}_p\bigg [\sum _{n=0}^{{\texttt {T}}_M\wedge {\texttt {T}}_B^+-1} {\texttt {S}}_n^{\beta }\bigg ] \le c B^{\beta }. $$\end{document}

Proof

Throughout the proof we allow the constant \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$c>0$$\end{document} to vary from line to line.

(i) Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$t_M:= \lfloor \ln M \rfloor $$\end{document} and write \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\sum _{n=0}^{\infty } {\texttt {S}}_n^{-\beta } \mathbb {1}_{\{{\texttt {S}}_n\ge M\}} \le \sum _{t=t_M}^\infty \text {e}^{-\beta t}\sum _{n=0}^\infty \mathbb {1}_{\{{\texttt {S}}_n\in [\text {e}^t,\text {e}^{t+1}]\}}$$\end{document} . By Proposition 4.8 (i), \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\texttt {E}}_p\big [\sum _{n=0}^{\infty } {\texttt {S}}_n^{-\beta } \mathbb {1}_{\{{\texttt {S}}_n\ge M\}}\big ] \le c \sum _{t=t_M}^\infty \text {e}^{-\beta t} \le c M^{-\beta }$$\end{document} . Similarly, let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$t_B:= \lfloor \ln B \rfloor $$\end{document} . We have \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\sum _{n=0}^\infty {\texttt {S}}_n^{\beta }\mathbb {1}_{\{{\texttt {S}}_n\le B\}} \le \sum _{t=0}^{t_B} \text {e}^{\beta (t+1)} \sum _{n=0}^\infty \mathbb {1}_{\{{\texttt {S}}_n\in [\text {e}^t,\text {e}^{t+1}]\}}$$\end{document} . Notice that by the Markov property at time \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\texttt {T}}_{\text {e}^t}^+$$\end{document} and Proposition 4.8 (i), \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\texttt {E}}_p\big [\sum _{n=0}^\infty \mathbb {1}_{\{ {\texttt {S}}_n\in [\text {e}^t,\text {e}^{t+1}]\}}\big ]\le c {\texttt {P}}_p({\texttt {T}}_{\text {e}^t}^+<\infty )$$\end{document} for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\text {e}^t>p$$\end{document} . Proposition 4.4 implies that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\texttt {E}}_p\big [\sum _{n=0}^\infty \mathbb {1}_{\{ {\texttt {S}}_n\in [\text {e}^t,\text {e}^{t+1}]\}}\big ] \le c \big (\frac{\text {e}^t}{p}\big )^{-\gamma } $$\end{document} whenever \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\text {e}^t>p$$\end{document} . This bound still holds when \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\text {e}^t \le p$$\end{document} , by Proposition 4.8 (i). We get

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {\texttt {E}}_p\bigg [\sum _{n=0}^\infty {\texttt {S}}_n^{\beta }\mathbb {1}_{\{{\texttt {S}}_n\le B\}}\bigg ] \le c \sum _{t=0}^{t_B} \text {e}^{\beta t}\bigg (\frac{\text {e}^t}{p}\bigg )^{-\gamma } \le c B^{\beta } \left( \frac{B}{p}\right) ^{-\gamma }. $$\end{document}

(ii) Keeping the notation \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$t_M$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$t_B$$\end{document} from (i) and setting \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$t_p = \lfloor \ln p\rfloor $$\end{document} , we have

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \sum _{n=0}^{{\texttt {T}}_M\wedge {\texttt {T}}_B^+ -1 } {\texttt {S}}_n^{-\beta } \le \sum _{t=t_M}^{t_B} \text {e}^{-\beta t}\sum _{n=0}^{\texttt {T}_M \wedge \texttt {T}_B^+} \mathbb {1}_{\{{\texttt {S}}_n\in [\text {e}^t,\text {e}^{t+1}]\}}. \end{aligned}$$\end{document}

By Proposition 4.8 (ii), we obtain

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned}&{\texttt {E}}_p\bigg [\sum _{n=0}^{{\texttt {T}}_M\wedge {\texttt {T}}_B^+ -1 } {\texttt {S}}_n^{-\beta }\bigg ] \le c \sum _{t=t_M}^{t_B} \text {e}^{-\beta t} (1+ \min (\ln (B) - t ,t -\ln (M))) \frac{2+\ln (B)-\ln (p)}{1+\ln (B)- t}\\&\quad \le c \sum _{t=t_M}^{t_B} \text {e}^{-\beta t}(1+t-\ln (M))\frac{2+\ln (B)-\ln (p)}{1+\ln (B)-t} \\&\quad {\mathop {\le }\limits ^{{t=s+t_M}}} \quad c M^{-\beta } \frac{2+\ln (B)-\ln (p)}{1+\ln (B)- \ln (M)} \sum _{s=0}^{t_B-t_M} (1+s)\text {e}^{-\beta s} \frac{1+\ln (B)-\ln (M)}{1+\ln (B)-\ln (M)-s}\\&\quad \le c M^{-\beta } \frac{2+\ln (B)-\ln (p)}{1+\ln (B)- \ln (M)} \sum _{s=0}^{t_B-t_M} \text {e}^{-\beta s} (1+s)^2 \\&\quad \le c M^{-\beta }\frac{2+\ln (B)-\ln (p)}{1+\ln (B)-\ln (M)}. \end{aligned}$$\end{document}

Finally we have \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\sum _{n=0}^{{\texttt {T}}_M\wedge {\texttt {T}}_B^+-1} {\texttt {S}}_n^{\beta } \le \sum _{t=t_M}^{t_B} \text {e}^{\beta (t+1)}\sum _{n=0}^{\texttt {T}_M \wedge \texttt {T}_B^+} \mathbb {1}_{\{{\texttt {S}}_n\in [\text {e}^t,\text {e}^{t+1}]\}}$$\end{document} hence by Proposition 4.8 (ii),

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} & {\texttt {E}}_p\bigg [\sum _{n=0}^{{\texttt {T}}_M\wedge {\texttt {T}}_B^+-1} {\texttt {S}}_n^{\beta }\bigg ] \le c \sum _{t=t_M}^{t_B} \text {e}^{\beta t} (1+ \ln (B) - t) \min \bigg (\frac{2+\ln (B)-\ln (p)}{1+\ln (B)- t}, 1\bigg )\\ & \quad \le c \sum _{t=t_M}^{t_p} \text {e}^{\beta t} (2+\ln (B)-\ln (p)) + c\sum _{t=t_p}^{t_B} \text {e}^{\beta t}(1+\ln B-t)\\ & \quad \le cp^{\beta }(2+\ln (B/p)) + cB^{\beta } \le c B^{\beta }. \end{aligned}$$\end{document}

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\square $$\end{document}

Classification into Good or Bad Regions of the Map

We translate the estimates obtained in the previous section into volume estimates for various portions of the loop-decorated quadrangulation \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$({\mathfrak {q}}, \boldsymbol{\ell })$$\end{document} . This results in a classification into good or bad regions of the map (Sect. 5.2), where we rule out the contribution of the bad regions to the volume (Sect. 5.3). Our Definition 5.4 below gives in particular the profile of good or bad vertices, i.e. vertices which will respectively contribute or not to the volume in the scaling limit as the perimeter goes to infinity. For an overview of how this classification is used in the final proof, we suggest to have a look at Figures 8, 9 and 10 in Sect. 6.

For \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$B\ge 1$$\end{document} , let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{{\mathcal {E}}}}(B)$$\end{document} be the event

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {{{\mathcal {E}}}}(B):=\{\forall \, u\in {\mathcal {U}}, \, \chi ^{(p)}(u)\le B\}. \end{aligned}$$\end{document}

For \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$u\in {\mathcal {U}}$$\end{document} , let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$T_{B}^+(u):=\inf \{k\in [0,|u|]:\, \chi ^{(p)}(u_k)>B\}$$\end{document} with the convention that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\inf \emptyset =\infty $$\end{document} .

Proposition 5.1

For all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$B\ge 1$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\in [1,B]$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {\mathbb {E}}^{(p)}\bigg [\sum _{u\in {\mathcal {U}}} {\overline{V}}(\chi ^{(p)}(u))\mathbb {1}_{\{T_{B}^+(u)=|u|\}} \bigg ] = {\overline{V}}(p){\texttt {P}}_p({\texttt {T}}_{B}^+<\infty ). \end{aligned}$$\end{document}

In particular, there exists a constant \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$C>0$$\end{document} such that for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$B\ge 1$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\in [1,B]$$\end{document} , \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\mathbb {P}}}^{(p)}({{{\mathcal {E}}}}(B)^\text {c})\le C\left( \frac{p}{B}\right) ^{\theta _\alpha }\frac{1 + \ln B}{1 + \ln p}$$\end{document} .

Proof

By the many-to-one formula (4.2), the expectation in (5.2) is

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ \sum _{n=0}^\infty {\mathbb {E}}^{(p)}\bigg [\sum _{|u|=n} {\overline{V}}(\chi ^{(p)}(u))\mathbb {1}_{\{T_{B}^+(u)=n\}} \bigg ] = {\overline{V}}(p){\texttt {P}}_p({\texttt {T}}_{B}^+<\infty ), $$\end{document}

indeed. By (1.10) and (1.13), it is smaller than \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {\overline{V}}(p)\le Cp^{\theta _\alpha }$$\end{document} in Case (A) and smaller than \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\overline{V}}(p)\le Cp^{\theta _\alpha }(1 + \ln p)^{-1}$$\end{document} in Case (B). On the other hand, on the event \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{{\mathcal {E}}}}(B)^\text {c}$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ \sum _{u\in {\mathcal {U}}} {\overline{V}}(\chi ^{(p)}(u))\mathbb {1}_{\{|u|=T_{B}^+(u)\}}\ge {\left\{ \begin{array}{ll} CB^{\theta _{\alpha }}, & \text { in Case (A),}\\ CB^{\theta _{\alpha }}(1 + \ln B)^{-1}, & \text { in Case (B).} \end{array}\right. } $$\end{document}

We conclude by Markov’s inequality. \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\square $$\end{document}

Estimates on the gasket of the map

As a first application of the estimates in Sect. 4, we start by ruling out the volume of the gasket \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {g}}_M$$\end{document} corresponding to the portion of the planar map which lies outside all loops of perimeter smaller than 2M, where M will be a large constant. More precisely, recall from Sect. 2.1 that, by the gasket decomposition, we may view the loop-decorated quadrangulation \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$({\mathfrak {q}}, \boldsymbol{\ell })$$\end{document} as the combination of a gasket, rings inside the holes, and planar maps with loop configurations inside the rings. For \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$u\in {\mathcal {U}}$$\end{document} such that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\chi ^{(p)}(u) \ne 0$$\end{document} , the loop labelled by u contains a loop-decorated planar map. Define \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$V_g(u)$$\end{document} to be the volume of the gasket for this map, with the convention that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$V_g(u)=0$$\end{document} if \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\chi ^{(p)}(u) = 0$$\end{document} . Notice that by definition of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\texttt {S}}_1$$\end{document} , for any \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\ge 1$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {\texttt {P}}_p({\texttt {S}}_1=0)=1-\frac{1}{{\overline{V}}(p)}{\mathbb {E}}^{(p)}\bigg [\sum _{i=1}^\infty {\overline{V}}(\chi ^{(p)}(i))\bigg ] = \frac{{\mathbb {E}}^{(p)}[V_g(\varnothing )]}{{\overline{V}}(p)}. \end{aligned}$$\end{document}

Recall from Sect. 2.3 the notation \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$u_k$$\end{document} for the ancestor of u at generation \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$k\le |u|$$\end{document} . For \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$u\in {\mathcal {U}}$$\end{document} , let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$T_M(u):=\inf \{k\in [0,\left\lvert u\right\rvert ]:\, \chi ^{(p)}(u_{k})<M\}$$\end{document} with the convention that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\inf \emptyset =\infty $$\end{document} . Then the volume of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {g}}_{M}$$\end{document} is

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} |{\mathfrak {g}}_M| = \sum ^{\infty }_{n=0} \sum _{\left\lvert u\right\rvert = n} V_g(u) \mathbb {1}_{\{\chi ^{(p)}(u_0), \chi ^{(p)}(u_1), \ldots , \chi ^{(p)}(u_n)\ge M\}} = \sum ^{\infty }_{n=0} \sum _{\left\lvert u\right\rvert = n} V_g(u) \mathbb {1}_{\{ T_M(u)>|u|\} }.\nonumber \\ \end{aligned}$$\end{document}

For \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$B\ge M$$\end{document} , we let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {g}}_{B,M}$$\end{document} be the gasket outside loops of half-perimeter smaller than M or greater than B. Recall that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$T_B^+(u):=\inf \{k\in [0,\left\lvert u\right\rvert ]:\, \chi ^{(p)}(u_{k})> B\}$$\end{document} . The volume of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {g}}_{B,M}$$\end{document} is

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} |{\mathfrak {g}}_{B,M}| = \sum ^{\infty }_{n=0} \sum _{\left\lvert u\right\rvert = n} V_g(u) \mathbb {1}_{\{ T_M(u)>|u|,\, T_{B}^+(u)>|u|\} }. \end{aligned}$$\end{document}

In the case \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} , we define for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$B\ge M\ge 1$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\in {[1,B]}$$\end{document}

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {\overline{v}}_{B,M}(p):= {\overline{V}}(p)\frac{1+\ln (B)-\ln (p)}{1+\ln (B) -\ln (M)}. \end{aligned}$$\end{document}

Our main result in this subsection is the following estimate on the volume of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {g}}_M$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {g}}_{B,M}$$\end{document} . We let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\beta _\alpha = \theta _\alpha -\alpha $$\end{document} . Note that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\beta _\alpha $$\end{document} is the difference of the two exponents corresponding to the mean volumes of the map and its gasket respectively, see (1.10) and (1.8). As already hinted at in the discussion following Theorem 1.1, the fact that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\beta _\alpha $$\end{document} is positive should allow to neglect the gasket relative to the whole map. More precisely, the exponent \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\beta _\alpha $$\end{document} should measure how the two volumes compare, which is in essence the content of the following result.

Theorem 5.2

(i) Suppose \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0,2]$$\end{document} . There exists a constant \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$C>0$$\end{document} such that for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\ge M\ge 1$$\end{document}

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {{\mathbb {E}}}^{(p)}[\left\lvert {\mathfrak {g}}_{M}\right\rvert ] \le C M^{-\beta _\alpha }{\overline{V}}(p). $$\end{document}

(ii) Suppose \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} . There exists a constant \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$C>0$$\end{document} such that for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$B\ge M\ge 1$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\in [M,B]$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\mathbb {E}}}^{(p)}[\left\lvert {\mathfrak {g}}_{B,M}\right\rvert ] \le C M^{-\beta _\alpha }{\overline{v}}_{B,M}(p). $$\end{document}

Proof

For \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$q\ge 0$$\end{document} , we denote by \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\overline{V_g}(q)={\mathbb {E}}^{(q)}[V_g(\varnothing )]$$\end{document} the expected volume of the gasket of a loop-decorated quadrangulation with half-perimeter q – with the convention that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\overline{V_g}(q) = 0$$\end{document} for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$q=0$$\end{document} . By equation (5.5) and the Markov property of the gasket decomposition, we have

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {{\mathbb {E}}}^{(p)}[\left\lvert {\mathfrak {g}}_{B,M}\right\rvert ]&= \sum ^{\infty }_{n=0}{{\mathbb {E}}}^{(p)}\bigg [\sum _{\left\lvert u\right\rvert = n} V_g(u)\mathbb {1}_{\{T_M(u)>|u|,\,T_{B}^+(u)>|u|\}}\bigg ]\\&=\sum ^{\infty }_{n=0}{{\mathbb {E}}}^{(p)}\bigg [\sum _{\left\lvert u\right\rvert = n}\overline{V_g}(\chi ^{(p)}(u)) \mathbb {1}_{\{T_M(u)>|u|,\,T_{B}^+(u)>|u|\}}\bigg ]. \end{aligned}$$\end{document}

The many-to-one formula (Proposition 4.1) reduces the above expression to

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {{\mathbb {E}}}^{(p)}[\left\lvert {\mathfrak {g}}_{B,M}\right\rvert ] =\sum ^{\infty }_{n=0}{\overline{V}}(p)\texttt {E}_{p}\bigg [\mathbb {1}_{\{{\texttt {T}}_M>n,\, {\texttt {T}}_{B}^+>n\}}\frac{\overline{V_g}(\texttt {S}_n)}{{\overline{V}}(\texttt {S}_n)}\bigg ] ={\overline{V}}(p)\texttt {E}_{p}\bigg [\sum ^{{\texttt {T}}_M \wedge {\texttt {T}}_{B}^+ -1}_{n=0}\frac{\overline{V_g}(\texttt {S}_n)}{{\overline{V}}(\texttt {S}_n)}\bigg ],\nonumber \\ \end{aligned}$$\end{document}

where recall from (4.1) that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\texttt {T}_M = \inf \{n\ge 0, \; \texttt {S}_n < M\}$$\end{document} denotes the hitting time of [0, M). Making use of the asymptotic behaviour of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\overline{V_g}$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\overline{V}}$$\end{document} (1.8) and (1.10) when \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0, 2)$$\end{document} and in (1.12) and (1.13) when \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} , we can pick a constant \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$C>0$$\end{document} such that, for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$q\ge 1$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \frac{\overline{V_g}(q)}{{\overline{V}}(q)} \le C q^{-\beta _{\alpha }}, \end{aligned}$$\end{document}

with \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\beta _{\alpha } = \theta _{{\alpha }} -\alpha >0$$\end{document} . Therefore we conclude from (5.7) and (5.8) that

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {{\mathbb {E}}}^{(p)}[\left\lvert {\mathfrak {g}}_{B,M}\right\rvert ] \le C {\overline{V}}(p) \texttt {E}_{p}\bigg [\sum ^{{\texttt {T}}_M \wedge {\texttt {T}}_{B}^+-1}_{n=0} \texttt {S}_n^{-\beta _{\alpha }}\bigg ]. $$\end{document}

An application of Corollary 4.9 (ii) for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\beta =\beta _{\alpha }$$\end{document} yields the volume estimate (ii). Sending \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$B\rightarrow \infty $$\end{document} gives (i) in the case \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} . In the case \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0,2)$$\end{document} , we write \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\mathbb {E}}}^{(p)}[\left\lvert {\mathfrak {g}}_{M}\right\rvert ] \le C {\overline{V}}(p) \texttt {E}_{p}\Big [\sum ^{{\texttt {T}}_M-1}_{n=0} \texttt {S}_n^{-\beta _{\alpha }}\Big ]$$\end{document} (using monotone convergence, say) and apply Corollary 4.9 (i). \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\square $$\end{document}

For future reference, note that (5.3) and (5.7) imply for any \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\ge 1$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {\mathbb {E}}^{(p)}[|{{\mathfrak {g}}}_{B,M}|] = {\overline{V}}(p) {\texttt {P}}_p({\texttt {T}}_M<{\texttt {T}}_B^+, {\texttt {S}}_{{\texttt {T}}_M}=0). \end{aligned}$$\end{document}

Good or bad regions of the map

Theorem 5.2 implies that, by choice of M, \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {g}}_{M}$$\end{document} can be made as small as we want with respect to the bulk of the map. Here we give a classification of the bulk into regions of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$({\mathfrak {q}}, \boldsymbol{\ell })$$\end{document} which are good or bad. Bad regions will be ruled out using first moment methods in the next section (Sect. 5.3), whereas we shall need second moment estimates on the good region (Sect. 5.4).

To start with, note that the complement of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {g}}_M$$\end{document} consists of vertices which are eventually in some loop of perimeter smaller than 2M. This is the union of the various (loop-decorated) maps corresponding to loops labelled by the nodes \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$u\in {{\mathcal {U}}}$$\end{document} such that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\chi ^{(p)}(u_k) \ge M$$\end{document} , for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$0\le k\le \left\lvert u\right\rvert -1$$\end{document} , but \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$0<\chi ^{(p)}(u)<M$$\end{document} . This motivates the following definition.

Definition 5.3

A node \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$u\in {\mathcal {U}}$$\end{document} is called a branch point if

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \forall 0\le k\le \left\lvert u\right\rvert -1, \; \chi ^{(p)}(u_k) \in [M,B], \quad \text {and} \quad 0<\chi ^{(p)}(u)<M. \end{aligned}$$\end{document}

The set of branch points is denoted by \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathcal {N}}$$\end{document} .

We can view \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\mathcal {N}}}$$\end{document} as a stopping line for the discrete perimeter cascade \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(\chi ^{(p)}(u), u\in {{\mathcal {U}}})$$\end{document} . While exploring the loops of the map by generation, one freezes a loop when it has perimeter smaller than 2M and does not explore the submap inside. A branch point in the above definition corresponds to a frozen loop in the exploration. It is easy to see that the spatial Markov property still holds in this case, i.e. conditionally on \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {g}}_{M}$$\end{document} , all these maps are independent and distributed according to \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\mathbb {P}}}^{(\chi ^{(p)}(u))}$$\end{document} .

Given our estimates on the gasket (Theorem 5.2), we now turn our attention to the volume of the branch points:

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} V_{{{\mathcal {N}}}}:= \sum _{u\in {\mathcal {N}}} V(u). \end{aligned}$$\end{document}

The expectation of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$V_{{{\mathcal {N}}}}$$\end{document} can be calculated as a straightforward application of the many-to-one formula (Proposition 4.1). Indeed

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {{\mathbb {E}}}^{(p)}[V_{{{\mathcal {N}}}}]&= \sum ^{\infty }_{n=0} {{\mathbb {E}}}^{(p)}\bigg [\sum _{\left\lvert u\right\rvert =n} V(u)\mathbb {1}_{\{\chi ^{(p)}(u_0) \in [M,B], \ldots ,\chi ^{(p)}(u_{n-1}) \in [M,B], \; 0<\chi ^{(p)}(u_n)<M\}} \bigg ]\\&= \sum ^{\infty }_{n=0} {\overline{V}}(p)\texttt {P}_p\big (\texttt {S}_0 \in [M,B], \ldots , \texttt {S}_{n-1} \in [M,B], \; 0<\texttt {S}_n < M\big ), \end{aligned}$$\end{document}

i.e.

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {{\mathbb {E}}}^{(p)}[V_{{{\mathcal {N}}}}] = {\overline{V}}(p)\texttt {P}_p(\texttt {T}_M<{\texttt {T}}_B^+, \; \texttt {S}_{\texttt {T}_M}\ne 0), \end{aligned}$$\end{document}

where \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\texttt {T}_M$$\end{document} is defined by (4.1).

Classification of branch points. We are now ready to present our classification of the branch points in \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\mathcal {N}}}$$\end{document} . It is important to notice that the classification depends on a quadruplet (B, M, A, L) of positive numbers, with \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$B>M$$\end{document} . These numbers will appear in all our later estimates (Sects. 5.3 and  5.4) and will be tuned in the final proof in Sect. 6. We think of M and B as lower and upper barriers for the branching Markov chain \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(\chi ^{(p)}(u),u\in {\mathcal {U}})$$\end{document} under \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\mathbb {P}}}^{(p)}$$\end{document} . Since the latter cascade is of order p (recall Theorem 2.3), they will both be sent to infinity in some precise way. In particular, we will send \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$M\rightarrow \infty $$\end{document} so as to ensure that we may rule out the contribution of the gasket (by Theorem 5.2), while we will take \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$B=bp$$\end{document} (with b large) so that the limiting multiplicative cascade \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(Z_\alpha (u), u\in {\mathcal {U}})$$\end{document} sees a barrier of height b. As expected from the comparison with the boundary case of branching random walk, we will see that the discrete perimeter cascade feels the effect of the upper barrier if, and only if, \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} (this explains the logarithmic correction in the second and third items of Theorem 5.9). See Section 4.2 and Section 4.3 for related discussions.

Definition 5.4

Fix \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\mu =\frac{\theta _\alpha }{4}$$\end{document} (any constant \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\mu \in (0,\frac{\theta _\alpha }{2})$$\end{document} would do). Let (B, M, A, L) be positive numbers with \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$B > M$$\end{document} .

• For \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$u\in {\mathcal {U}}$$\end{document} , we say that u has moderate increments if5

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} & \sum ^{\infty }_{i=1} (\chi ^{(p)}(u_ki))^{\theta _{\alpha }} \bigg (1+\ln _+ \frac{\chi ^{(p)}(u_k)}{\chi ^{(p)}(u_ki)}\bigg )^{2}\le A\left( \frac{B}{\chi ^{(p)}(u_k)}\right) ^\mu (\chi ^{(p)}(u_k))^{\theta _{\alpha }}, \nonumber \\ & \quad \forall 0\le k<\left\lvert u\right\rvert . \end{aligned}$$\end{document}

• For \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$u\in {\mathcal {U}}$$\end{document} , let V(u) be the volume of map inside the loop labelled by u. We say that u contains a small map if

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} V(u) \le L. \end{aligned}$$\end{document}

Consider the set \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathcal {N}}$$\end{document} of branch points associated to the level M as in Definition 5.3. The set of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$u\in {{\mathcal {N}}}$$\end{document} that satisfy conditions (5.12) and (5.13) above is denoted by \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\mathcal {G}}}$$\end{document} . The set of other branch points \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$u\in {{\mathcal {N}}} \setminus {{\mathcal {G}}}$$\end{document} is denoted by \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\mathcal {B}}}$$\end{document} .

The above definition gives the profile of good loops (with labels in \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\mathcal {G}}}$$\end{document} ), as opposed to bad loops (with labels in \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\mathcal {B}}}$$\end{document} ). We stress that all the nodes in \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\mathcal {G}}}$$\end{document} or \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\mathcal {B}}}$$\end{document} are branch points in the sense of Definition 5.3, and that all the above definitions, in particular that of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\mathcal {G}}}$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\mathcal {B}}}$$\end{document} , depend on (B, M, A, L).

At several points we will need to discuss on the most recent common ancestor of two distinct good loops. It will be convenient to have the following definition.6

Definition 5.5

We denote by \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\mathcal {A}}}$$\end{document} the set of nodes v that exhibit moderate increments (5.12), and such that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\chi ^{(p)}(v_k) \in [M,B]$$\end{document} for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$1\le k\le |v|$$\end{document} .

The estimate in Theorem 3.2 will enable us to control the volume carried by loops for which (5.12) fails, i.e. a typical loop will satisfy (5.12) (and we shall see that (5.13) also typically holds). To this end, we divide the remaining volume \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$V_{{{\mathcal {N}}}}$$\end{document} defined in (5.10) into \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$V_{{{\mathcal {N}}}} = V_{{{\mathcal {G}}}} + V_{{{\mathcal {B}}}}$$\end{document} , where

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} V_{{{\mathcal {G}}}}:= \sum _{u\in {\mathcal {G}}} V(u), \quad \text {and} \quad V_{{{\mathcal {B}}}}:= \sum _{u\in {\mathcal {B}}} V(u). \end{aligned}$$\end{document}

First moment estimates on the bad regions of the map

In this paragraph, we deal with the contribution of the bad vertices by ruling out the corresponding volume \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$V_{{{\mathcal {B}}}}$$\end{document} in the scaling limit as \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\rightarrow \infty $$\end{document} . Recall that the definition of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{{\mathcal {B}}}}$$\end{document} involves a quadruplet (B, M, A, L). Recall the notation \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\overline{v}}_{B,M}(p)$$\end{document} in (5.6). Our main result is the following.

Theorem 5.6

There exist some constants \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$c>0$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\eta >0$$\end{document} such that for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$B\ge M\ge 2$$\end{document} , \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L\ge 1$$\end{document} , \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$A>0$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\in [M,B]$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {\mathbb {E}}^{(p)} [V_{{{\mathcal {B}}}}] \le c(A^{-\eta }+\sup _{q\in [1,M]}{{\mathbb {E}}}^{(q)}[V\cdot \mathbb {1}_{\{V\ge L\}}]) {\left\{ \begin{array}{ll} {\overline{V}}(p) & \text {if } n\in (0,2), \\ {\overline{v}}_{B,M}(p)& \text {if } n=2. \end{array}\right. } $$\end{document}

Theorem 5.6 will be derived from a bound on the volume of each bad region following Definition 5.4. More precisely, let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$V_1=V_1(B,M,A)$$\end{document} stand for the volume associated to labels \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$u\in {{\mathcal {N}}}$$\end{document} that do not satisfy (5.12). Similarly, let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$V_2=V_2(B,M,L)$$\end{document} be the volume associated to labels \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$u\in {{\mathcal {N}}}$$\end{document} for which (5.13) fails. Breaking \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$V_{{{\mathcal {B}}}}$$\end{document} as \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$V_{{{\mathcal {B}}}} \le V_{1} + V_{2} $$\end{document} , we see that Theorem 5.6 will be a consequence of the following two lemmas.

Lemma 5.7

There exists a constant \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$C>0$$\end{document} and some \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\eta >0$$\end{document} such that, for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$B\ge M\ge 2$$\end{document} , \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$A>0$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\in [M,B]$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\mathbb {E}}}^{(p)}[V_1]\le C A^{-\eta } {\left\{ \begin{array}{ll} {\overline{V}}(p) & \text {if } n\in (0,2), \\ {\overline{v}}_{B,M}(p)& \text {if } n=2. \end{array}\right. } $$\end{document}

Lemma 5.8

There exists a constant \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$c>0$$\end{document} such that for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$B\ge p\ge M\ge 1$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L\ge 1$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\mathbb {E}}}^{(p)}[V_2] \le \sup _{q\in [1,M]}{{\mathbb {E}}}^{(q)}[V\cdot \mathbb {1}_{\{V\ge L\}}] {\left\{ \begin{array}{ll} {\overline{V}}(p) & \text {if } n\in (0,2), \\ c {\overline{v}}_{B,M}(p)& \text {if } n=2. \end{array}\right. } $$\end{document}

The remainder of this section presents the proofs of the above lemmas.

Proof of Lemma 5.7

In this proof, we extend the notation \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\overline{v}}_{B,M}(q)$$\end{document} by setting \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {\overline{v}}_{B,M}(q):={\overline{V}}(q)$$\end{document} if \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0,2)$$\end{document} for simplicity. Therefore we need to show that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathbb {E}}^{(p)}[V_1]\le C A^{-\eta } {\overline{v}}_{B,M}(p)$$\end{document} .

Step 1*: Fixing the parameters * \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\eta $$\end{document} *and * \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\delta $$\end{document} . For future purposes, we prefer to fix right away a couple of parameters that will be used in the later estimates of Step 4. By Theorem 3.2, there exists \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\eta >0$$\end{document} such that

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \sup _{p\ge 2}{{\mathbb {E}}}^{(p)}\bigg [\bigg (\sum _{\left\lvert u\right\rvert =1} \bigg (\frac{\chi ^{(p)}(u)}{p}\bigg )^\theta \bigg )^{1+\eta }\bigg ] <\infty , \end{aligned}$$\end{document}

for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\theta $$\end{document} close enough to \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\theta _\alpha $$\end{document} . Fix such \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\eta $$\end{document} and let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\delta >0$$\end{document} so that the display above holds for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\theta \in [\theta _\alpha -{2}\delta ,\theta _\alpha ]$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${3}\delta < \mu \eta $$\end{document} . Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$g(x):= x^{\theta _\alpha }(1+\ln _+ \frac{1}{x})^2$$\end{document} for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$x\ge 0$$\end{document} . Using that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$g(x) \le c(x^{\theta _\alpha }+x^{\theta _\alpha - 2\delta })$$\end{document} for some constant \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$c>0$$\end{document} , we have that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(\sum _i g(x_i))^\eta \sum _i x_i^{\theta _{\alpha }-{2}\delta } \le c (\sum _i x_i^{\theta _{\alpha }-{2}\delta } + \sum _i x_i^{\theta _{\alpha }})^{1+\eta }$$\end{document} . Thus Minkowski’s inequality implies that

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \sup _{p\ge 2}{{\mathbb {E}}}^{(p)}\bigg [\bigg (\sum _{\left\lvert u\right\rvert =1} g\bigg (\frac{\chi ^{(p)}(u)}{p}\bigg ) \bigg )^{\eta } \sum _{\left\lvert u\right\rvert =1} \bigg (\frac{\chi ^{(p)}(u)}{p}\bigg )^{\theta _\alpha -{2}\delta } \bigg ] <\infty . \end{aligned}$$\end{document}

Step 2*: A many-to-one estimate for the expectation of* \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$V_1$$\end{document} . For a node u, let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$T(u):= T_B^+(u)\wedge T_M(u)$$\end{document} . We note that any node counting in \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$V_{1}$$\end{document} must have a strict ancestor u such that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$T(u)>|u|$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\sum ^{\infty }_{i=1} g\Big (\frac{\chi ^{(p)}(ui)}{\chi ^{(p)}(u)}\Big ) > A \Big (\frac{B}{\chi ^{(p)}(u)}\Big )^\mu $$\end{document} . We get

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} & {{\mathbb {E}}}^{(p)}[V_{1}] \\ & \quad \le {{\mathbb {E}}}^{(p)}\bigg [ \sum _{u \in {\mathcal {U}}} \mathbb {1}_{\{ T(u)>|u| \}}\cdot \mathbb {1}_{\big \{\sum ^{\infty }_{i=1} g\big (\frac{\chi ^{(p)}(ui)}{\chi ^{(p)}(u)}\big ) > A \big (\frac{B}{\chi ^{(p)}(u)}\big )^\mu \big \}} \cdot \sum _{k=1}^{\infty }\sum _{w\in {{\mathcal {U}}}} V(ukw){\mathbb {1}_{\{ukw\in {\mathcal {N}}\}}}\bigg ]. \end{aligned}$$\end{document}

By the gasket decomposition, the right-hand side is

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} & {{\mathbb {E}}}^{(p)}\bigg [ \sum _{u \in {\mathcal {U}}} \mathbb {1}_{\{ T(u)>|u| \}} \cdot {{\mathbb {E}}}^{(q)}\bigg [\mathbb {1}_{\big \{\sum ^{\infty }_{i=1} g\big (\frac{\chi ^{(q)}(i)}{q}\big ) > A \left( \frac{B}{q}\right) ^\mu \big \}} \cdot \sum _{k=1}^{\infty }{\mathbb {E}}^{(\chi ^{(q)}(k))}\Big [ {\sum _{w\in {{\mathcal {N}}}} V(w)}\Big ]{\bigg ]}_{q=\chi ^{(p)}(u)}\bigg ]. \end{aligned}$$\end{document}

Using (5.11) and Proposition 4.5, there exists a constant \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$c>0$$\end{document} such that the innermost expectation rewrites7

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} & {\mathbb {E}}^{(\chi ^{(q)}(k))}\Big [\sum _{w\in {{\mathcal {N}}}} V(w) \Big ] = {\overline{V}}(\chi ^{(q)}(k)) \texttt {P}_{\chi ^{(q)}(k)}(\texttt {T}_M<\texttt {T}_B^+, \texttt {S}_{\texttt {T}_M} \ne 0) \\ & \le c {\overline{v}}_{B,M}(\chi ^{(q)}(k)) {\mathbb {1}_{\{\chi ^{(q)}(k)\le B\}}}. \end{aligned}$$\end{document}

Therefore, we end up with the upper-bound

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {{\mathbb {E}}}^{(p)}[V_{1}] \le c {{\mathbb {E}}}^{(p)}\bigg [ \sum _{u \in {\mathcal {U}}} \mathbb {1}_{\{ T(u)>|u| \}}\cdot F(\chi ^{(p)}(u))\bigg ], \end{aligned}$$\end{document}

where

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ F(q) = {{\mathbb {E}}}^{(q)}\bigg [\mathbb {1}_{\big \{\sum ^{\infty }_{i=1} g\big (\frac{\chi ^{(q)}(i)}{q}\big ) > A \left( \frac{B}{q}\right) ^\mu \big \}} \cdot \sum ^{\infty }_{k=1} {\overline{v}}_{B,M}(\chi ^{(q)}(k)) {\mathbb {1}_{\{\chi ^{(q)}(k)\le B\}}}\bigg ]. $$\end{document}

Step 3*: Further bound on the terms* \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\overline{v}}_{B,M}(\chi ^{(q)}(k))$$\end{document} . We now want to simplify the inequality (5.16) by further estimating \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\overline{v}}_{B,M}(r)$$\end{document} when \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$r\in [1,B]$$\end{document} . Given the asymptotic behaviour (1.10) of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\overline{V}}(r)$$\end{document} , when \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n<2$$\end{document} there exists a constant \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$C>1$$\end{document} such that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\frac{1}{C} r^{\theta _\alpha } \le {\overline{V}}(r) \le C r^{\theta _{\alpha }}$$\end{document} for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$r\ge 1$$\end{document} . When \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n = 2$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$g=\frac{h}{2}$$\end{document} , we see from (1.13) that there exists a constant \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$C>1$$\end{document} such that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\frac{1}{C} r^{\theta _\alpha }\le {\overline{V}}(r) \le C r^{\theta _{\alpha }}$$\end{document} for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$r\ge 1$$\end{document} . Thus by definition of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\overline{v}}_{B,M}$$\end{document} in (5.6), for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${q}, r \in [1,B]$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {\overline{v}}_{B,M}(r)\le C r^2 \frac{1+\ln (B)-\ln (r)}{1+\ln (B)-\ln (M)} \le C^2 {\overline{v}}_{B,M}(q) \frac{1+\ln (B)-\ln (r)}{1+\ln (B)-\ln (q)}\left( \frac{r}{q}\right) ^2 . $$\end{document}

When \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$g<\frac{h}{2}$$\end{document} , by (1.13) there exists a constant \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$C>1$$\end{document} such that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\frac{1}{C} r^{2}(1 + \ln r)^{-1} \le {\overline{V}}(r) \le C r^{2}(1 + \ln r)^{-1}$$\end{document} for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$r\ge 1$$\end{document} . Thus in that case, for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$q, r\in [1,B]$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {\overline{v}}_{B,M}(r)\le & C \frac{r^2}{1 + \ln (r)} \cdot \frac{1+\ln (B)-\ln (r)}{1+\ln (B)-\ln (M)}\\\le & C^2 {\overline{v}}_{B,M}(q) \frac{1+\ln (B)-\ln (r)}{1+\ln (B)-\ln (q)} \cdot \frac{\ln (q) + 1}{\ln (r) + 1} \left( \frac{r}{q}\right) ^2 . \end{aligned}$$\end{document}

Recall the parameter \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\delta $$\end{document} introduced in Step 1. Note that

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \frac{1+\ln (B)-\ln (r)}{1+\ln (B)-\ln (q)} = 1 + \frac{\ln (q/r)}{1+\ln (B)-\ln (q)} \le c\left( \frac{q}{r}\right) ^{\delta }, \end{aligned}$$\end{document}

and

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \frac{1 + \ln (q)}{1 + \ln (r)} = 1 + \frac{\ln (q/r)}{1 + \ln (r)} \le c\left( \frac{q}{r}\right) ^{\delta }. \end{aligned}$$\end{document}

We conclude that in any case, for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$q, r\in [1, B]$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {\overline{v}}_{B,M}(r) \le c {\overline{v}}_{B,M}(q) \left( \frac{r}{q}\right) ^{\theta _\alpha } \left( \frac{B}{r}\right) ^{2\delta } { = c {\overline{v}}_{B,M}(q) \left( \frac{r}{q}\right) ^{\theta _\alpha - 2\delta } \left( \frac{B}{q}\right) ^{2\delta }} . $$\end{document}

Therefore,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ F(q) \le c{\overline{v}}_{B,M}(q) \left( \frac{B}{q}\right) ^{2\delta } {{\mathbb {E}}}^{(q)}\bigg [\mathbb {1}_{\big \{\sum ^{\infty }_{i=1} g\big (\frac{\chi ^{(q)}(i)}{q}\big ) > A \left( \frac{B}{q}\right) ^\mu \big \}} \cdot \sum ^{\infty }_{k=1} \left( \frac{\chi ^{(q)}(k)}{q}\right) ^{\theta _\alpha -{2}\delta }\bigg ]. $$\end{document}

Step 4*: Conclusion using Step 1.* Given the form of the above display, we are now in a position to use the moment estimates relative to the two parameters \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\delta $$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\eta $$\end{document} introduced in Step 1. Indeed, by (5.15), for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$q\ge 2$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {{\mathbb {E}}}^{(q)}\bigg [\mathbb {1}_{\big \{\sum ^{\infty }_{i=1} g\big (\frac{\chi ^{(q)}(i)}{q}\big ) > A \left( \frac{B}{q}\right) ^\mu \big \}} \cdot \sum ^{\infty }_{i=1} \left( \frac{\chi ^{(q)}(i)}{q}\right) ^{\theta _\alpha -{2}\delta }\bigg ] \le C A^{-\eta } \left( \frac{B}{q}\right) ^{-\mu \eta }. $$\end{document}

Let us briefly discuss according to the cases \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n<2$$\end{document} or \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} :

• For \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n<2$$\end{document} , the previous two displays and (5.16) entail

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {{\mathbb {E}}}^{(p)}[V_{1}] \le c A^{-\eta } {{\mathbb {E}}}^{(p)}\bigg [\sum _{u\in {\mathcal {U}}}\mathbb {1}_{\{T(u)>|u| \}} {\overline{V}}(\chi ^{(p)}(u)) \left( \frac{B}{\chi ^{(p)}(u)}\right) ^{2\delta -\mu \eta } \bigg ]. $$\end{document}

By the many-to-one formula (Proposition 4.1), this rewrites

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {{\mathbb {E}}}^{(p)}[V_{1}] \le c A^{-\eta } {\overline{V}}(p) {\texttt {E}}_p\bigg [\sum _{n=0}^{{\texttt {T}}_{B}^+\wedge {\texttt {T}}_M-1} \left( \frac{B}{{\texttt {S}_n}}\right) ^{2\delta -\mu \eta } \bigg ], $$\end{document}

and using \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$2\delta < \mu \eta $$\end{document} we conclude by Corollary 4.9 (i) that

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {{\mathbb {E}}}^{(p)}[V_{1}] \le c A^{-\eta } {\overline{V}}(p) \bigg (\frac{B}{p} \bigg )^{-\gamma } \le c A^{-\eta } {\overline{V}}(p). $$\end{document}

• Likewise, for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {{\mathbb {E}}}^{(p)}[V_{1}] \le C A^{-\eta } {{\mathbb {E}}}^{(p)}\left[ \sum _{u\in {\mathcal {U}}}\mathbb {1}_{\{{T(u)}>|u| \}} {\overline{V}}(\chi ^{(p)}(u))\frac{1 + \ln B - \ln \chi ^{(p)}(u)}{1 + \ln B - \ln M} \left( \frac{B}{\chi ^{(p)}(u)}\right) ^{2\delta -\mu \eta } \right] . \end{aligned}$$\end{document}

By another use of the many-to-one formula,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {{\mathbb {E}}}^{(p)}[V_{1}] \le C A^{-\eta } {\overline{v}}_{B,M}(p) {\texttt {E}}_p\bigg [\sum _{n=0}^{{\texttt {T}}_{B}^+\wedge {\texttt {T}}_M-1} \left( \frac{B}{{\texttt {S}_n}}\right) ^{2\delta -\mu \eta } \frac{1 + \ln B - \ln {\texttt {S}}_n}{1 + \ln B - \ln p}\bigg ]. $$\end{document}

Using

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \frac{1 + \ln B - \ln {\texttt {S}}_n}{1 + \ln B - \ln p} = 1 + \frac{\ln (p/{\texttt {S}}_n)}{1 + \ln B - \ln p} \le c\left( \frac{p}{{\texttt {S}_n}}\right) ^{\delta }, \end{aligned}$$\end{document}

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\le B$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$3\delta \le \mu \eta $$\end{document} , we conclude again by Corollary 4.9 (ii). In any case, this concludes the proof of Lemma 5.7. \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\square $$\end{document}

Proof of Lemma 5.8

We have, by the gasket decomposition (Proposition 2.1),

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {{\mathbb {E}}}^{(p)}[V_{2}]&= {{\mathbb {E}}}^{(p)}\bigg [\sum _{u\in {\mathcal {N}}} V(u)\cdot \mathbb {1}_{\{V(u)\ge L\}}\bigg ]\\&\le {{\mathbb {E}}}^{(p)}\bigg [\sum _{u\in {\mathcal {N}}} {{\mathbb {E}}}^{(\chi ^{(p)}(u))}[V\cdot \mathbb {1}_{\{V\ge L\}}]\bigg ]\\&\le \sup _{q\in [1,M]}{{\mathbb {E}}}^{(q)}[V\cdot \mathbb {1}_{\{V\ge L\}}] {{\mathbb {E}}}^{(p)}[|{{\mathcal {N}}}|] \le \sup _{q\in [1,M]}{{\mathbb {E}}}^{(q)}[V\cdot \mathbb {1}_{\{V\ge L\}}] {{\mathbb {E}}}^{(p)}[V_{{{\mathcal {N}}}}], \end{aligned}$$\end{document}

since the definition of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$u\in {{\mathcal {N}}}$$\end{document} implies that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\chi ^{(p)}(u)<M$$\end{document} . By Equation (5.11), \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\mathbb {E}}}^{(p)}[V_{\mathcal {N}}]\le {\overline{V}}(p) {\texttt {P}}_p({\texttt {T}}_M<{\texttt {T}}_B^+)$$\end{document} and we bound \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\overline{V}}(p) {\texttt {P}}_p({\texttt {T}}_M<{\texttt {T}}_B^+)$$\end{document} by \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\overline{V}}(p)$$\end{document} if \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0,2)$$\end{document} , and by \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$c {\overline{v}}_{B,M}(p)$$\end{document} (thanks to Proposition 4.5) if \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} . \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\square $$\end{document}

Second moment estimate on the good region of the map

We complete the picture by now giving second moment estimates for the good region of the map, corresponding to labels in \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\mathcal {G}}}$$\end{document} (see Definition 5.4). Recall that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$V_{{{\mathcal {G}}}}$$\end{document} denotes the total volume of good loops (as in (5.14)) and that it depends on a quadruplet (B, M, A, L).

Theorem 5.9

(i) Suppose \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0,2)$$\end{document} . Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\gamma >0$$\end{document} be as in Proposition 4.4 with \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\gamma \in (0,\theta _\alpha -2\mu )$$\end{document} . There exists a constant \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$C>0$$\end{document} such that for all (B, M, A, L), and all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\in [M,B]$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {{\mathbb {E}}}^{(p)}[V_{{{\mathcal {G}}}}^2]\le {\overline{V}}(p) \Big ( C A^2 B^{\theta _\alpha } \Big (\frac{B}{p}\Big )^{-\gamma } + L^2 \Big ). \end{aligned}$$\end{document}

(ii) Suppose \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$g = \frac{h}{2}$$\end{document} . There exists a constant \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$C>0$$\end{document} such that for all (B, M, A, L), and all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\in [1,B]$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {{\mathbb {E}}}^{(p)}[V_{{{\mathcal {G}}}}^2]\le C {\overline{V}}(p) A^2 B^2 (1+\ln B -\ln M)^{-2} + L^2{\overline{V}}(p). \end{aligned}$$\end{document}

(iii) Suppose \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$g < \frac{h}{2}$$\end{document} . There exists a constant \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$C>0$$\end{document} such that for all (B, M, A, L), and all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\in [1,B]$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {{\mathbb {E}}}^{(p)}[V_{{{\mathcal {G}}}}^2]\le C {\overline{V}}(p) A^2 B^2 (1+\ln B -\ln M)^{-3} + L^2{\overline{V}}(p). \end{aligned}$$\end{document}

We stress right away that the extra gain of the exponent \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\gamma $$\end{document} in Theorem 5.9(i) will be important in the proof of Theorem A to send the right-hand side of (6.8) to 0. On the other hand, the logarithmic terms in Theorem 5.9(ii) and (iii) will compensate the extra logarithmic corrections that appear in the case \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} (see (6.9)).

Proof

We first split the expectation into squares and cross terms:

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {{\mathbb {E}}}^{(p)}[V_{{{\mathcal {G}}}}^2]= & {{\mathbb {E}}}^{(p)}\bigg [\bigg (\sum _{u\in {{\mathcal {G}}}} V(u) \bigg )^2\bigg ]\nonumber \\= & {{\mathbb {E}}}^{(p)}\bigg [\sum _{u\in {{\mathcal {G}}}}V(u)^2\bigg ] + {\mathbb {E}}^{(p)} \bigg [ \sum _{u,w\in {{\mathcal {G}}}} V(u)V(w) \mathbb {1}_{\{u\ne w\}}\bigg ]. \end{aligned}$$\end{document}

Let us start with the first term of (5.17). For this we only use the condition (5.13) that u should contain a small map,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {{\mathbb {E}}}^{(p)}\bigg [\sum _{u\in {{\mathcal {G}}}}V(u)^2\bigg ] \le L^2 {{\mathbb {E}}}^{(p)}[|{{\mathcal {G}}}|], $$\end{document}

and we use the rough estimate \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$|{{\mathcal {G}}}| \le V$$\end{document} to conclude that

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {{\mathbb {E}}}^{(p)}\bigg [\sum _{u\in {{\mathcal {G}}}}V(u)^2\bigg ] \le L^2 {\overline{V}}(p). $$\end{document}

This term corresponds to the final term in all three estimates (i), (ii), (iii). Hence, the rest of the proof will focus on the other term of (5.17). For convenience, let us denote this cross term by

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ \times (p) := {\mathbb {E}}^{(p)} \bigg [ \sum _{u,w\in {{\mathcal {G}}}} V(u)V(w) \mathbb {1}_{\{u\ne w\}}\bigg ]. $$\end{document}

We stress that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\times (p)$$\end{document} also depends on the set of parameters (B, M, A, L) through \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\mathcal {G}}}$$\end{document} , but we prefer to keep it implicit so as to lighten the notation. We henceforth divide the proof into several steps: we first simplify \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\times (p)$$\end{document} (Step 0), and then distinguish according to the cases (i), (ii) and (iii) in the statement.

Step 0*: Expanding * \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\times (p)$$\end{document} using the many-to-one formula. The main idea is to use the many-to-one formula combining the two conditions that make up a good loop. We discuss on the last common ancestor v of each \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$u,w\in {{\mathcal {G}}}$$\end{document} in the sum. Recall the set \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\mathcal {A}}}$$\end{document} of Definition 5.5, describing the set of possible ancestors of any two distinct good loops. Splitting over the possible ancestors \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$v\in {{\mathcal {A}}}$$\end{document} , we end up with the following sum:

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {\times (p)} = {{\mathbb {E}}}^{(p)}\bigg [\sum _{v\in {{\mathcal {A}}}} \sum ^{\infty }_{m=1}\sum _{\left\lvert u\right\rvert =m}\sum ^{\infty }_{k=1}\sum _{\left\lvert w\right\rvert =k}\mathbb {1}_{\{u_1\ne w_1\}}V(vu) \mathbb {1}_{\{vu\in {{\mathcal {G}}}\}}V(vw)\mathbb {1}_{\{vw\in {{\mathcal {G}}}\}}\bigg ]. $$\end{document}

Introduce the event

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} G_q:=\bigg \{\sum ^{\infty }_{i=1} (\chi ^{(q)}(i))^{\theta _{\alpha }}\bigg (1+\ln _+ \frac{q}{\chi ^{(q)}(i)}\bigg )^{{2}} \le A \left( \frac{B}{q} \right) ^{\mu } q^{\theta _{\alpha }}\bigg \}. \end{aligned}$$\end{document}

By the gasket decomposition (Proposition 2.1) and a crude bound, the above display yields

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} & {\times (p)} \le \nonumber \\ & \quad {{\mathbb {E}}}^{(p)}\bigg [\sum _{v\in {{\mathcal {A}}}} {{\mathbb {E}}}^{(q)}\bigg [{\mathbb {1}_{G_q}\cdot }\sum ^{\infty }_{m=1}\sum _{\left\lvert u\right\rvert =m}\sum ^{\infty }_{k=1}\sum _{\left\lvert w\right\rvert =k}\mathbb {1}_{\{u_1\ne w_1\}}V(u) \mathbb {1}_{\{u\in {{\mathcal {N}}}\}}V(w)\mathbb {1}_{\{w\in {{\mathcal {N}}}\}} \bigg ]_{q=\chi ^{(p)}(v)}\bigg ]. \nonumber \\ \end{aligned}$$\end{document}

To avoid cumbersome expressions, it will be convenient to set

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ E_{m,k}(q) := {{\mathbb {E}}}^{(q)}\bigg [\mathbb {1}_{G_q}\cdot \sum _{\left\lvert u\right\rvert =m}\sum _{\left\lvert w\right\rvert =k}\mathbb {1}_{\{u_1\ne w_1\}}V(u) \mathbb {1}_{\{u\in {{\mathcal {N}}}\}}V(w)\mathbb {1}_{\{w\in {{\mathcal {N}}}\}}\bigg ], \quad m,k\ge 1, $$\end{document}

and

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} E(q)&:= \sum _{m=1}^{\infty }\sum _{k=1}^{\infty } E_{m,k}(q) \\&= {{\mathbb {E}}}^{(q)}\bigg [\mathbb {1}_{G_q}\cdot \sum ^{\infty }_{m=1}\sum _{\left\lvert u\right\rvert =m}\sum ^{\infty }_{k=1}\sum _{\left\lvert w\right\rvert =k}\mathbb {1}_{\{u_1\ne w_1\}}V(u) \mathbb {1}_{\{u\in {{\mathcal {N}}}\}}V(w)\mathbb {1}_{\{w\in {{\mathcal {N}}}\}}\bigg ], \end{aligned}$$\end{document}

so that (5.19) becomes

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {\times (p)} \le {{\mathbb {E}}}^{(p)}\bigg [\sum _{v\in {{\mathcal {A}}}} E(\chi ^{(p)}(v))\bigg ]. \end{aligned}$$\end{document}

Fig. 7. The conditional independence property of the maps inside the loops \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$u_1$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$w_1$$\end{document} . Here u and w are nodes at generations m and k respectively, and we are calculating functionals of the subtrees \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$T_u$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$T_w$$\end{document} rooted at u and w. Conditional on the first generation (red dashed line), the maps inside \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$u_1=i$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$w_1=j$$\end{document} (outlined by the blue and red regions) are independent with respective laws \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathbb {P}}^{(\chi ^{(p)}(i))}$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathbb {P}}^{(\chi ^{(p)}(j))}$$\end{document}

Fix some half-perimeter \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$M\le q\le B$$\end{document} and some integers \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$m,k\ge 1$$\end{document} . Then using the independence of the maps inside the loops labelled by \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$u_1$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$w_1$$\end{document} (Proposition 2.1) as represented in Fig. 7, we get

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} & E_{m,k}(q) \\ & \quad \le {\mathbb {E}}^{(q)} \bigg [{\mathbb {1}_{G_q}\cdot }\sum _{i\ne j} {\mathbb {E}}^{(\chi ^{(q)}(i))}\bigg [\sum _{\left\lvert u\right\rvert =m-1} V(u)\mathbb {1}_{\{u\in {{\mathcal {N}}}\}}\bigg ] \cdot {\mathbb {E}}^{(\chi ^{(q)}(j))}\bigg [\sum _{\left\lvert w\right\rvert =k-1} V(w)\mathbb {1}_{\{w\in {{\mathcal {N}}}\}}\bigg ] \bigg ]. \end{aligned}$$\end{document}

Summing over all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$m,k\ge 1$$\end{document} , we obtain

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {E(q) \le {\mathbb {E}}^{(q)} \bigg [\mathbb {1}_{G_q}\cdot \sum _{i\ne j} {\mathbb {E}}^{(\chi ^{(q)}(i))}\Big [\sum _{u\in {\mathcal {N}}} V(u)\Big ] \cdot {\mathbb {E}}^{(\chi ^{(q)}(j))}\Big [\sum _{w\in {{\mathcal {N}}}} V(w)\Big ] \bigg ].} $$\end{document}

We use (5.11) to rewrite the two inner expectations:

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {E(q)}&\le {\mathbb {E}}^{(q)} \bigg [{\mathbb {1}_{G_q}\cdot }\sum _{i\ne j} {\overline{V}}(\chi ^{(q)}(i)){\overline{V}}(\chi ^{(q)}(j)) \texttt {P}_{\chi ^{(q)}(i)}(\texttt {T}_M<{\texttt {T}}_{B}^+) \cdot \texttt {P}_{\chi ^{(q)}(j)}(\texttt {T}_M<{\texttt {T}}_{B}^+) \bigg ]\nonumber \\&{\le {\mathbb {E}}^{(q)}\bigg [\mathbb {1}_{G_q}\cdot \Big (\sum ^{\infty }_{i=1}{\overline{V}}(\chi ^{(q)}(i))\texttt {P}_{\chi ^{(q)}(i)}(\texttt {T}_M<{\texttt {T}}_{B}^+)\Big )^2\bigg ]. } \end{aligned}$$\end{document}

From here, we divide the proof into several steps, according to the three items of Theorem 5.9.

Step 1*: Proof of item (i), for* \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0,2)$$\end{document} . Bounding the probability by 1, and using the asymptotic behaviour (1.10) of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\overline{V}}$$\end{document} , the last inequality becomes

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {E(q)}\le & C {\mathbb {E}}^{(q)} \bigg [ \mathbb {1}_{G_q} \cdot \bigg (\sum ^{\infty }_{i = 1} (\chi ^{(q)}(i))^{\theta _{\alpha }}\bigg )^2 \bigg ] \le C \left( \frac{B}{q}\right) ^{2\mu } A^2 q^{2\theta _\alpha } \nonumber \\\le & C \left( \frac{B}{q}\right) ^{2\mu } A^2 q^{\theta _\alpha } {\overline{V}}(q), \end{aligned}$$\end{document}

where in the second-to-last inequality we used the definition of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$G_q$$\end{document} by ignoring the logarithmic terms in (5.18). We now plug the latter inequality (5.22) back into (5.20). Then

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {\times (p)} \le C B^{2\mu } A^2 {{\mathbb {E}}}^{(p)}\bigg [\sum _{v\in {{\mathcal {A}}}} ( \chi ^{(p)}(v))^{\theta _\alpha -2\mu } {\overline{V}}(\chi ^{(p)}(v))\bigg ]. $$\end{document}

By definition of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\mathcal {A}}}$$\end{document} , a node \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$v\in {{\mathcal {A}}}$$\end{document} stays below B, so that

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {\times (p)} \le C B^{2\mu } A^2 {{\mathbb {E}}}^{(p)}\bigg [\sum _{v\in {{\mathcal {U}}}} \mathbb {1}_{\{T^+_B(v)>|v|\}} \cdot ( \chi ^{(p)}(v))^{\theta _\alpha -2\mu } {\overline{V}}(\chi ^{(p)}(v))\bigg ]. $$\end{document}

By the many-to-one formula, we can bound the right-hand side from above as

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {\times (p)} \le C {\overline{V}}(p) B^{2\mu }A^2 {\texttt {E}}_p\bigg [\sum _{n=0}^{{\texttt {T}}_{B}^+-1} {\texttt {S}}_n^{\theta _\alpha -2\mu }\bigg ], $$\end{document}

and we apply Corollary 4.9 (i) to complete the proof of (i).

Step 2*: Proof of item (ii), for* \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} *and * \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$g = \frac{h}{2}$$\end{document} .

In this case, we use Proposition 4.5 and the asymptotic behaviour (1.13) of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\overline{V}}$$\end{document} to deduce the bound, for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$r\ge 1$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {\overline{V}}(r) {\texttt {P}}_{r}({\texttt {T}}_M<{\texttt {T}}_{B}^+)\le c \frac{1+\ln _+\big (\frac{B}{r}\big )}{1+\ln (B)-\ln (M)} r^2. \end{aligned}$$\end{document}

Starting from (5.21), this yields

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {E(q)} \le c {\mathbb {E}}^{(q)} \Bigg [{\mathbb {1}_{G_q}\cdot \Bigg (\sum ^{\infty }_{i=1}(\chi ^{(q)}(i))^2\bigg ( \frac{1+\ln _+\Big (\frac{B}{\chi ^{(q)}(i)}\Big )}{1+\ln (B)-\ln (M)}\bigg )\Bigg )^2}\bigg ]. $$\end{document}

In order to use the condition (5.18) in \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$G_q$$\end{document} , we now use the inequality, for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$q\in [1,B]$$\end{document}

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} 1+\ln _+\bigg (\frac{B}{\chi ^{(q)}(i)}\bigg ) \le (1+\ln (B)-\ln q) \left( 1+\ln _+ \frac{q}{\chi ^{(q)}(i)}\right) . \end{aligned}$$\end{document}

We end up with

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {E(q)} \le c \left( \frac{1+\ln B -\ln q}{1+\ln B-\ln M}\right) ^2 {\mathbb {E}}^{(q)} \bigg [{\mathbb {1}_{G_q}\cdot \Bigg (\sum ^{\infty }_{i=1}(\chi ^{(q)}(i))^2\Big (1+\ln _+ \frac{q}{\chi ^{(q)}(i)}\Big )\Bigg )^2}\bigg ]. \end{aligned}$$\end{document}

Finally, we use the event \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$G_q$$\end{document} to obtain the bound

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {E(q)}\le & c \left( \frac{B}{q}\right) ^{2\mu } A^2 q^4 \left( \frac{1+\ln B -\ln q}{1+\ln B-\ln M}\right) ^2 \\\le & C \left( \frac{B}{q}\right) ^{2\mu } A^2 q^2 \left( \frac{1+\ln B -\ln q}{1+\ln B-\ln M}\right) ^2 {\overline{V}}(q). \end{aligned}$$\end{document}

Going back to (5.20), we deduce

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {\times (p)} \le C B^{2\mu } A^2 {{\mathbb {E}}}^{(p)}\bigg [\sum _{v\in {{\mathcal {A}}}} \left( \frac{1+\ln B -\ln \chi ^{(p)}(v)}{1+\ln B-\ln M}\right) ^2 \left( \chi ^{(p)}(v)\right) ^{2-2\mu } {\overline{V}}(\chi ^{(p)}(v))\bigg ]. $$\end{document}

The many-to-one formula then yields the upper-bound

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {\times (p)}&\le C B^{2\mu } A^2 {\overline{V}}(p) {\texttt {E}}_p\bigg [\sum _{n=0}^{\texttt {T}_{B}^+ \wedge \texttt {T}_M-1} \left( \frac{1+\ln B -\ln \texttt {S}_n}{1+\ln B-\ln M}\right) ^2 {\texttt {S}}_n^{2-2\mu }\bigg ] \\&\le \frac{C B^{2\mu } A^2 {\overline{V}}(p)}{(1+\ln B-\ln M)^2} {\texttt {E}}_p\bigg [\sum _{n=0}^{ \texttt {T}_{B}^+ \wedge \texttt {T}_M-1} \bigg (\frac{B}{{\texttt {S}}_n}\bigg )^\delta {\texttt {S}}_n^{2-2\mu }\bigg ], \end{aligned}$$\end{document}

where \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\delta $$\end{document} is some constant in \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(0, 2-2\mu )$$\end{document} and we used that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$1+\ln x\le c x^{\frac{\delta }{2}}$$\end{document} for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$x \ge 1$$\end{document} . We conclude by Corollary 4.9 (ii) that

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {\times (p)} \le C B^{2} A^2 \frac{{\overline{V}}(p)}{(1+\ln B-\ln M)^2}, \end{aligned}$$\end{document}

which concludes the proof of (ii).

Step 3*: Proof of item (iii), for* \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$g < \frac{h}{2}$$\end{document} . Likewise, using Proposition 4.5 and (1.13) we deduce the bound, for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$r\ge 1$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {\overline{V}}(r) {\texttt {P}}_{r}({\texttt {T}}_M<{\texttt {T}}_{B}^+)\le c \frac{1+\ln _+\big (\frac{B}{r}\big )}{1+\ln (B)-\ln (M)} \cdot \frac{r^2}{1 + \ln r}. \end{aligned}$$\end{document}

Starting from (5.21), this yields

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {E(q)} \le c {\mathbb {E}}^{(q)} \Bigg [{\mathbb {1}_{G_q}\cdot \Bigg (\sum ^{\infty }_{i=1}\frac{(\chi ^{(q)}(i))^2}{1+\ln \chi ^{(q)}(i)}\bigg ( \frac{1+\ln _+\Big (\frac{B}{\chi ^{(q)}(i)}\Big )}{1+\ln (B)-\ln (M)}\bigg )\Bigg )^2}\Bigg ]. \end{aligned}$$\end{document}

In order to use the condition (5.18) in \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$G_q$$\end{document} , we first combine (5.23) with the inequality

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ \frac{1}{1 + \ln \chi ^{(q)}(i)} \le \frac{1 + \ln _+ \Big (q/\chi ^{(q)}(i)\Big )}{1 + \ln q}, $$\end{document}

to get for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$q\in [1,B]$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \frac{1+\ln _+\Big (B/\chi ^{(q)}(i)\Big )}{1 + \ln \chi ^{(q)}(i)} \le \frac{1+\ln (B)-\ln q}{1 + \ln q} \Big (1 + \ln _+ \Big (q/\chi ^{(q)}(i)\Big )\Big )^2. \end{aligned}$$\end{document}

Plugging the latter inequality (5.26) back into (5.25), we have

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} & {E(q)} \le c \left( \frac{1+\ln B -\ln q}{1+\ln B-\ln M}\right) ^2\\ & \quad \times {\frac{1}{(1+\ln q)^2}} {\mathbb {E}}^{(q)}\Bigg [{\mathbb {1}_{G_q}\cdot \Bigg (\sum ^{\infty }_{i=1}(\chi ^{(q)}(i))^2\left( 1 + \ln _+ \frac{q}{\chi ^{(q)}(i)}\right) ^2\Bigg )^2}\Bigg ]. \end{aligned}$$\end{document}

Finally, we use the event \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$G_q$$\end{document} to obtain the bound

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {E(q)}&\le c \left( \frac{B}{q}\right) ^{2\mu } A^2 \frac{q^4}{(1 + \ln q)^2} \left( \frac{1+\ln B -\ln q}{1+\ln B-\ln M}\right) ^2 \\&\le c \left( \frac{B}{q}\right) ^{2\mu } A^2 \frac{q^2}{1 + \ln q} \left( \frac{1+\ln B -\ln q}{1+\ln B-\ln M}\right) ^2 {\overline{V}}(q). \end{aligned}$$\end{document}

Going back to (5.20), we deduce

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {\times (p)} \le C B^{2\mu } A^2 {{\mathbb {E}}}^{(p)}\bigg [\sum _{v\in {{\mathcal {A}}}} \left( \frac{1+\ln B -\ln \chi ^{(p)}(v)}{1+\ln B-\ln M}\right) ^2 \frac{\left( \chi ^{(p)}(v)\right) ^{2-2\mu }}{1 + \ln \chi ^{(p)}(v)} {\overline{V}}(\chi ^{(p)}(v))\bigg ]. $$\end{document}

The many-to-one formula (Proposition 4.1) then yields the upper-bound

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {\times (p)} \le C B^{2\mu } A^2 {\overline{V}}(p) {\texttt {E}}_p\bigg [\sum _{n=0}^{\texttt {T}_{B}^+ \wedge \texttt {T}_M-1} \left( \frac{1+\ln B -\ln \texttt {S}_n}{1+\ln B-\ln M}\right) ^2 \frac{{\texttt {S}}_n^{2-2\mu }}{1 + \ln {\texttt {S}}_n}\bigg ]. $$\end{document}

Now choose \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\delta \in (0,2-2\mu )$$\end{document} , and further bound the above display using the two inequalities: \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$1+\ln x\le c x^{{\delta /3}}$$\end{document} for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$x\ge 1$$\end{document} , as well as

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \frac{1}{1 + \ln {\texttt {S}}_n} = \frac{1}{1 + \ln B}\bigg (1 + \frac{\ln (B/{\texttt {S}}_n)}{1 + \ln {\texttt {S}_n}}\bigg )\le \frac{c}{1+\ln B - \ln M}\bigg (\frac{B}{{\texttt {S}}_n}\bigg )^{{\delta /3}}. \end{aligned}$$\end{document}

We end up with

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {\times (p)} \le \frac{C B^{2\mu } A^2 {\overline{V}}(p)}{(1+\ln B-\ln M)^3} {\texttt {E}}_p\bigg [\sum _{n=0}^{ \texttt {T}_{B}^+ \wedge \texttt {T}_M-1} \bigg (\frac{B}{{\texttt {S}}_n}\bigg )^{\delta } {\texttt {S}}_n^{2-2\mu }\bigg ]. $$\end{document}

We conclude by Corollary 4.9 (ii) that

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {\times (p)} \le C B^{2} A^2 \frac{{\overline{V}}(p)}{(1+\ln B-\ln M)^3}. \end{aligned}$$\end{document}

This proves (iii). \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\square $$\end{document}

Proof of the Scaling Limit (Theorem A)

We establish the scaling limit result for the volume. The strategy is to approximate the volume by its conditional expectation at some smaller generation \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\ell $$\end{document} , and then relate it to either the additive martingale when \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0,2)$$\end{document} or to the derivative martingale when \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} .

Recall that we defined in Sect. 5.2 a set of branch points \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\mathcal {N}}}$$\end{document} and good points \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\mathcal {G}}}$$\end{document} associated to some parameters (B, M, A, L). Fix a \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\gamma \in (0, \theta _{\alpha } - 2\mu )$$\end{document} in Proposition 4.4 such that Theorem 5.9 holds. We will write from now B as bp for some \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$b\ge 1$$\end{document} . Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$V_{{\mathcal {G}}}(u)$$\end{document} stand for the volume of the maps associated to the good points \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$v\in {\mathcal {G}}$$\end{document} in the lineage of u, namely

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ V_{{\mathcal {G}}}(u) := \sum _{w\in {\mathcal {U}}: \; uw\in {\mathcal {G}}} V(uw). $$\end{document}

For \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\ell \ge 1$$\end{document} , let

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} V^\ell&:= \sum _{|u|=\ell } V(u) & V_{{\mathcal {G}}}^\ell := \sum _{|u|=\ell } V_{{\mathcal {G}}}(u) \\ {\overline{V}}^\ell&:= {\mathbb {E}}^{(p)}[V^\ell | {\mathcal {F}}_\ell ] & {\overline{V}}_{{\mathcal {G}}}^\ell := {\mathbb {E}}^{(p)}[V_{{\mathcal {G}}}^\ell | {\mathcal {F}}_\ell ]. \end{aligned}$$\end{document}

By the gasket decomposition,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {\overline{V}}^\ell = \sum _{|u|=\ell } {\overline{V}}(\chi ^{(p)}(u)), \, \qquad {\overline{V}}_{{\mathcal {G}}}^\ell =\sum _{|u|=\ell , \, u\in {\mathcal {A}}} {\mathbb {E}}^{(\chi ^{(p)}(u))}[V_{{\mathcal {G}}}] $$\end{document}

where, in agreement with the notation in the proof of Theorem 5.9, \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathcal {A}}$$\end{document} denotes the set of labels u which have moderate increments (5.12) and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\chi ^{(p)}(u_k) \in [M,bp]$$\end{document} for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$1\le k\le |u|$$\end{document} . In the following theorem, we say that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$f(b,M,A,L,\ell ,p)$$\end{document} with values in a metric space \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$({{\mathcal {E}}},\text {d})$$\end{document} converges to some element \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$x_f \in {{\mathcal {E}}}$$\end{document} as \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p,\ell ,L,A,M$$\end{document} and b go successively to \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\infty $$\end{document} if

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ \limsup _{b\rightarrow \infty } \limsup _{M\rightarrow \infty } \limsup _{A\rightarrow \infty } \limsup _{L\rightarrow \infty } \limsup _{\ell \rightarrow \infty } \limsup _{p\rightarrow \infty } \; \text {d}(f(b,M,A,L,\ell ,p),x_f)=0. $$\end{document}

We will use that convergence in distribution is metrizable, for example with the Prohorov metric. Note that under this metric, if some r.v. \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(X_n,Y_n)$$\end{document} satisfy \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$X_n-Y_n\overset{(\text {d})}{\longrightarrow } 0$$\end{document} , then the distance between \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathbb {P}}_{X_n}$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathbb {P}}_{Y_n}$$\end{document} goes to 0, see [56, Section 6]. Theorem A is then a direct consequence of the following theorem.Fig. 8A diagram for the proof of (6.1). Blue and red colours correspond to the cases \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0,2)$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} respectively. The statement easily follows from the two boxes in the middle. (1) To prove the top one, we first notice that the difference \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$V-V_{{{\mathcal {G}}}}$$\end{document} accounts for the volume of the bad region, the volume of the gasket \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\mathfrak {g}}}_{bp,M}$$\end{document} and that inside loops that hit the upper barrier \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$B=bp$$\end{document} . We handle the first two using Theorem 5.6 and Theorem 5.2, respectively. For the latter one, we need to remove the barrier. When \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0,2)$$\end{document} , the volume can be controlled using Proposition 4.4. However, for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} , because of the logarithmic asymptotics in Proposition 4.5, we need to restrict to the nice event \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathcal {E}}(bp)$$\end{document} where no loop reaches the barrier (Proposition 5.1), which is why we only get a convergence in distribution. (2) For the bottom box, we first bound the difference \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$V_{{{\mathcal {G}}}}-V_{{{\mathcal {G}}}}^\ell $$\end{document} by the volume carried by branch points at generation smaller than \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\ell $$\end{document} . This translates into hitting time estimates for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\texttt {S}$$\end{document} after applying the many-to-one formula, which are then handled using the convergence of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\texttt {S}$$\end{document} . Note that for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} we need refined estimates, coming from our coupling in Section 4.3

Theorem 6.1

For simplicity, write \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\overline{v}}(p):= {\overline{V}}(p)$$\end{document} if \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0,2)$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\overline{v}}(p)=\frac{{\overline{V}}(p)}{\ln (p)}$$\end{document} if \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} . The following convergences hold as \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p,\ell ,L,A,M$$\end{document} and b go successively to \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\infty $$\end{document} :

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned}&\frac{1}{{\overline{v}}(p)} (V - V_{{{\mathcal {G}}}}^{\ell }) {\left\{ \begin{array}{ll} \overset{(L^1)}{\longrightarrow }\ 0 & \text {if } n\in (0,2), \\ \overset{(\text {d})}{\longrightarrow } 0 & \text {if } n=2, \end{array}\right. } \end{aligned}$$\end{document} \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned}&\frac{1}{{\overline{v}}(p)} (V_{{{\mathcal {G}}}}^{\ell } - {\overline{V}}_{{{\mathcal {G}}}}^{\ell }) \overset{(\text {d})}{\longrightarrow } 0, \end{aligned}$$\end{document} \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned}&\frac{1}{{\overline{v}}(p)} {\overline{V}}_{{{\mathcal {G}}}}^{\ell } \overset{(\text {d})}{\longrightarrow } {\left\{ \begin{array}{ll} W_\infty & \text {if } n\in (0,2), \\ D_\infty & \text {if } n=2. \end{array}\right. } \end{aligned}$$\end{document}

The proof of the three scaling limits are sketched in Figs. 8, 9 and 10 , where we outline how we combine all our estimates from Sects. 4 and 5 .

Proof

We prove the three scaling limits one after another.

Step 1*: Proof of* (6.1). Recall from Section 5.1 the notation \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {g}}_{B,M}$$\end{document} standing for the gasket outside loops exiting [M, B], and that we have set \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$B=bp$$\end{document} with \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$b\ge 1$$\end{document} . Observe that

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} V&=V_{{{\mathcal {N}}}}+ \sum _{u \in {{\mathcal {U}}}} V(u)\mathbb {1}_{\{T_{bp}^+(u)=|u|\} \cap \{T_M(u)>|u|\}} + |{\mathfrak {g}}_{{bp},M}| \\&= V_{{{\mathcal {G}}}}+ V_{{{\mathcal {B}}}} + \sum _{u\in {{\mathcal {U}}}} V(u)\mathbb {1}_{\{T_{bp}^+(u)=|u|\} \cap \{T_M(u)>|u|\}} + |{\mathfrak {g}}_{bp,M}|. \end{aligned}$$\end{document}

We now distinguish according to the cases \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0,2)$$\end{document} or \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} .

Let us start with the case \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0,2)$$\end{document} . We first take a look at \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\frac{1}{{\overline{V}}(p)}(V-V_{{{\mathcal {G}}}})$$\end{document} using the above decomposition and show that it goes to 0 in \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L^1$$\end{document} . The first term goes to 0 in \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L^1$$\end{document} by Theorem 5.6. So does the last term by Theorem 5.2 item (i), since \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$|{\mathfrak {g}}_{bp,M}| \le |{\mathfrak {g}}_{M}|$$\end{document} . Finally, the second one can be bounded by forgetting the second condition in the indicator and using Proposition 5.1:

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ \frac{1}{{\overline{V}}(p)} {\mathbb {E}}^{(p)}\Big [\sum _{u\in {{\mathcal {U}}}} V(u)\mathbb {1}_{\{T_{bp}^+(u)=|u|\} \cap \{T_M(u)>|u|\}}\Big ] \le {\texttt {P}}_p({\texttt {T}}_{bp}^+<\infty ). $$\end{document}

We conclude by Proposition 4.4 that this also goes to 0. Hence \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\frac{1}{{\overline{V}}(p)}(V-V_{{{\mathcal {G}}}})$$\end{document} goes to 0 in \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L^1$$\end{document} .

Moreover, \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$V_{{{\mathcal {G}}}}-V_{{{\mathcal {G}}}}^\ell \le \sum _{|u|<\ell } V(u)\mathbb {1}_{\{u\in {{\mathcal {N}}}\}}$$\end{document} . The expectation of the latter is, by the many-to-one formula in (4.2),

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {\mathbb {E}}^{(p)}\bigg [\sum _{|u|<\ell } V(u)\mathbb {1}_{\{u\in {{\mathcal {N}}}\}} \bigg ]={\overline{V}}(p){\texttt {P}}_p({\texttt {T}}_M<\min (\ell ,{\texttt {T}}_{bp}^+)) \le {\overline{V}}(p){\texttt {P}}_p({\texttt {T}}_M<\ell ).\nonumber \\ \end{aligned}$$\end{document}

We conclude by Proposition 4.2 that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\frac{1}{{\overline{V}}(p)}(V - V_{{{\mathcal {G}}}}^{\ell })$$\end{document} converges to 0 in \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L^1$$\end{document} .

The case \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} is similar, except that we reason under \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\mathcal {E}}}(B)={{\mathcal {E}}}(bp)$$\end{document} (recall the definition of this event in (5.1)). Indeed, to prove convergence in distribution, we are allowed to restrict to this event by the second claim of Proposition 5.1. On \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\mathcal {E}}}(bp)$$\end{document} , we have \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$V=V_{{{\mathcal {G}}}}+ V_{{{\mathcal {B}}}}+|{\mathfrak {g}}_{bp,M}|$$\end{document} so that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\frac{\ln (p)}{{\overline{V}}(p)}(V-V_{{{\mathcal {G}}}})$$\end{document} converges to 0 in distribution by Theorem 5.6 and Theorem 5.2 item (ii). It remains to control the expectation of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$V_{{{\mathcal {G}}}}-V_{{{\mathcal {G}}}}^\ell \le \sum _{|u|<\ell } V(u)\mathbb {1}_{\{u\in {{\mathcal {N}}}\}}$$\end{document} . By Theorem 4.7, for p large enough,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {\texttt {P}}_p({\texttt {T}_M<\ell })\le & c p^{-\frac{1}{32}} + {\texttt {P}}_p\Big (\{\texttt {T}_M<\ell \} \cap \Big \{\forall 0\le k\le \sigma _{\sqrt{p}}, \; \frac{1}{2} \le \frac{\texttt {S}_k}{Y_k} \le 2 \Big \}\Big )\\\le & c p^{-\frac{1}{32}} + {\texttt {P}}_p(\sigma _{\sqrt{p}}<\ell ). \end{aligned}$$\end{document}

Moreover, by a union bound, \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\texttt {P}}_p(\sigma _{\sqrt{p}}<\ell ) \le \ell \, {\mathbb {P}}(\xi < p^{-\frac{1}{2\ell }}) = \frac{2}{\pi } \ell \arctan \big (p^{-\frac{1}{4\ell }}\big )$$\end{document} , hence \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\texttt {P}}_p({\texttt {T}_M<\ell })$$\end{document} decays polynomially fast as \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\rightarrow \infty $$\end{document} . Equation (6.4) then implies that

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \lim _{p\rightarrow \infty } \frac{\ln (p)}{{\overline{V}}(p)}{\mathbb {E}}^{(p)}[ V_{{{\mathcal {G}}}}-V_{{{\mathcal {G}}}}^\ell ]=\lim _{p\rightarrow \infty } \frac{\ln (p)}{{\overline{V}}(p)}{\mathbb {E}}^{(p)}\bigg [\sum _{|u|<\ell } V(u)\mathbb {1}_{\{u\in {{\mathcal {N}}}\}} \bigg ]=0. \end{aligned}$$\end{document}

It implies the convergence in distribution of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\frac{1}{{\overline{v}}(p)}(V - V_{{{\mathcal {G}}}}^{\ell })$$\end{document} to 0.

Step 2*: Proof of* (6.2). It suffices to show that

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \frac{1}{{\overline{v}}(p)} {\mathbb {E}}^{(p)}[|V_{{\mathcal {G}}}^\ell -{\overline{V}}^{\ell }_{{\mathcal {G}}}|\wedge {\overline{v}}(p)], \end{aligned}$$\end{document}

goes to 0. By the Cauchy–Schwarz inequality, \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathbb {E}}^{(p)}[|V^\ell _{{\mathcal {G}}}-{\overline{V}}^{\ell }_{{\mathcal {G}}}|\wedge {\overline{v}}(p) | {\mathcal {F}}_{\ell }] \le {\overline{v}}(p)\wedge {\mathbb {E}}^{(p)}[|V^\ell _{{\mathcal {G}}}-{\overline{V}}^{\ell }_{{\mathcal {G}}}|^2| {\mathcal {F}}_{\ell }]^{1/2}$$\end{document} . Hence

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {\mathbb {E}}^{(p)}\big [|V^\ell _{{\mathcal {G}}}-{\overline{V}}^{\ell }_{{\mathcal {G}}}|\wedge {\overline{v}}(p)\big ] \le {\mathbb {E}}^{(p)} \Big [ {\overline{v}}(p)\wedge {\mathbb {E}}^{(p)}[|V^\ell _{{\mathcal {G}}}-{\overline{V}}^{\ell }_{{\mathcal {G}}}|^2| {\mathcal {F}}_{\ell }]^{1/2} \Big ]. \end{aligned}$$\end{document}

Fig. 9A diagram for the proof of (6.2). To prove (6.2), we need to show that the good volume \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$V_{{{\mathcal {G}}}}$$\end{document} concentrates around its mean. Our second moment estimates in Theorem 5.9 allows us to bound the fluctuations around the mean. We then send \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\rightarrow \infty $$\end{document} using Lemma 3.3 (and Proposition 2.5) so that we are left with the continuous multiplicative cascade. The fact that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\sup _{|u|=\ell } Z_{\alpha }(u) \rightarrow 0$$\end{document} ( \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0,2)$$\end{document} ) or \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$W_\infty =0$$\end{document} ( \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} ) finally shows that the upper bound goes to 0

Recall the set \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\mathcal {A}}}$$\end{document} in Definition 5.5 listing the properties of any ancestor of two distinct good loops. By independence of the submaps in the gasket decomposition (Proposition 2.1),

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} & {{\mathbb {E}}}^{(p)}[|V^\ell _{{\mathcal {G}}}-{\overline{V}}^{\ell }_{{\mathcal {G}}}|^2 | {\mathcal {F}}_{\ell }] =\sum _{|u| = \ell , \, q = \chi ^{(p)}(u)} \mathbb {1}_{\{u\in {\mathcal {A}}\}} {{\mathbb {E}}}^{(q)}\Big [ \big (V_{{\mathcal {G}}} - {{\mathbb {E}}}^{(q)}[V_{{\mathcal {G}}}] \big )^2\Big ] \\ & \le \sum _{|u| = \ell , \, q=\chi ^{(p)}(u)} \mathbb {1}_{\{u\in {{\mathcal {A}}}\}} {{\mathbb {E}}}^{(q)}[V_{{\mathcal {G}}}^2]. \end{aligned}$$\end{document}

Given that our estimates in Theorem 5.9 depend on the different regimes for (n; g, h), we now sub-divide the proof.

Let us first discuss the case \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0,2)$$\end{document} . By Theorem 5.9, we have for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$q\in [M,bp]$$\end{document} that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {{\mathbb {E}}}^{(q)}[V_{{\mathcal {G}}}^2]\le {\overline{V}}(q) ( C A^2 b^{\theta _\alpha -\gamma } p^{\theta _\alpha } (q/p)^\gamma + L^2)$$\end{document} . Hence the last display is smaller than

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ \sup _{|u|=\ell ,\, q = \chi ^{(p)}(u)} (C_{A,b}p^{\theta _\alpha }(q/p)^\gamma + L^2)\sum _{|u| = \ell , \, q = \chi ^{(p)}(u)} {\overline{V}}(q), $$\end{document}

where \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$C_{A,b} = C A^2 b^{\theta _\alpha -\gamma }$$\end{document} . Recall from (2.13) the definition of the additive martingale \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$W_{\ell }$$\end{document} . In view of Proposition 2.5 and Lemma 3.3, for some other constant \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$C_{A,b}'$$\end{document} depending only on A and b, we have

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} & \frac{1}{{\overline{V}}(p)^2}\sup _{|u|=\ell ,\, q = \chi ^{(p)}(u)} (C_{A,b}p^{\theta _\alpha }(q/p)^\gamma + L^2)\nonumber \\ & \quad \sum _{|u| = \ell , \, q = \chi ^{(p)}(u)} {\overline{V}}(q) \xrightarrow [p\rightarrow \infty ]{(\text {d})} C_{A,b}' W_\ell \sup _{|u|=\ell } Z_{\alpha }(u)^\gamma . \end{aligned}$$\end{document}

Recalling (2.14), we see that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\sup _{|u|=\ell } Z_{\alpha }(u)$$\end{document} goes to 0 almost surely when \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\ell \rightarrow \infty $$\end{document} , and therefore so does the right-hand side in the above display. We stress once more that p is sent to infinity before all other parameters. Hence (6.6) goes to 0 by dominated convergence.

The case \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} follows analogous lines. When \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$g=\frac{h}{2}$$\end{document} , Theorem 5.9 (ii) gives that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\mathbb {E}}}^{(q)}[V_{{\mathcal {G}}}^2]\le {\overline{V}}(q)(C_{A,b} p^2 (\ln p)^{-2} + L^2)$$\end{document} for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\ge M^2$$\end{document} and all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$q\in [1,B]$$\end{document} . When \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$g<\frac{h}{2}$$\end{document} , Theorem 5.9 (iii) gives that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\mathbb {E}}}^{(q)}[V_{{\mathcal {G}}}^2]\le {\overline{V}}(q)(C_{A,b} p^2 (\ln p)^{-3} + L^2)$$\end{document} for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\ge M^2$$\end{document} and all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$q\in [1,B]$$\end{document} . By the asymptotics (1.13), in both cases, there are constants \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$C''_{A, b}$$\end{document} depending only on (A, b) and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$C_L$$\end{document} depending only on L such that for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\ge M^2$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \frac{1}{{\overline{v}}(p)^2}\sum _{|u| = \ell , \, q=\chi ^{(p)}(u)} \mathbb {1}_{\{u\in {{\mathcal {A}}}\}} {{\mathbb {E}}}^{(q)}[V_{{\mathcal {G}}}^2]\le \sum _{|u| = \ell , \, q=\chi ^{(p)}(u)}\frac{{\overline{V}}(q)}{{\overline{V}}(p)}\bigg ({C''_{A, b}} + {C_L}\frac{{(\ln p)^3}}{p^2}\bigg ).\nonumber \\ \end{aligned}$$\end{document}

Lemma 3.3 and (6.7) yield that there exists a constant \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$C_{A,b}$$\end{document} depending only on (A, b) such that

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ \limsup _{p\rightarrow \infty } \frac{1}{{\overline{v}}(p)} {\mathbb {E}}^{(p)}[|V_{{\mathcal {G}}}^\ell -{\overline{V}}^{\ell }_{{\mathcal {G}}}|\wedge {\overline{v}}(p)] \le {C_{A,b}} {\mathbb {E}}\Big [ 1\wedge W_\ell ^{1/2} \Big ], $$\end{document}

which goes to 0 when \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\ell \rightarrow \infty $$\end{document} by dominated convergence, since \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$W_\ell \rightarrow 0$$\end{document} almost surely (see Section 1.2). This again says that (6.6) goes to 0.Fig. 10A diagram for the proof of (6.3). The result easily follows provided we show the scaling limits in the middle. In the case when \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0,2)$$\end{document} , depicted in blue, the proof is almost immediate: the top box comes for free using Lemma 3.3, while the bottom one is a consequence of the \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L^1$$\end{document} convergence in (6.1). Because \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$W_\infty =0$$\end{document} almost surely, this approach is not precise enough when \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} (red). We introduce the volume \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$V_{{{\mathcal {N}}}}^{\ell }$$\end{document} of the branch points inside the maps at generation \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\ell $$\end{document} . For the convergence towards the derivative martingale (top box), we compute its mean \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\overline{V}}_{{{\mathcal {N}}}}^{\ell }$$\end{document} using (5.11). This involves the hitting time probability that we have estimated in Proposition 4.5, up to the renewal asymptotics (4.10). From the latter, a logarithmic correction emerges, and we end up with the derivative martingale. To obtain the red box at the bottom, we first need to restrict to the nice event \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathcal {E}}(bp)$$\end{document} where no loop reaches the upper barrier \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$B=bp$$\end{document} (Proposition 5.1), which explains why we only have a convergence in distribution in this case. On this event, the difference \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$V_{{{\mathcal {N}}}}^\ell -V_{{{\mathcal {G}}}}^\ell $$\end{document} is essentially given by the bad volume, that scales to 0 in \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L^1$$\end{document} by Theorem 5.6

Step 3*: Proof of *(6.3).

We need to split the two cases \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0,2)$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} right away.

In the case \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\in (0,2)$$\end{document} , by Lemma 3.3, the limit in distribution of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\frac{{\overline{V}}^\ell }{{\overline{V}}(p)}$$\end{document} as \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\rightarrow \infty $$\end{document} then \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\ell \rightarrow \infty $$\end{document} is \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$W_\infty $$\end{document} . So we want to show that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\frac{1}{{\overline{V}}(p)}({\overline{V}}^\ell -{\overline{V}}_{{{\mathcal {G}}}}^\ell )$$\end{document} goes to 0. But its expectation is

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ \frac{1}{{\overline{V}}(p)}{{\mathbb {E}}}^{(p)}[V^\ell -V_{{{\mathcal {G}}}}^\ell ]\le \frac{1}{{\overline{V}}(p)}{{\mathbb {E}}}^{(p)}[V-V_{{{\mathcal {G}}}}^\ell ], $$\end{document}

which goes to 0 by (6.1).

We now consider the case \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n=2$$\end{document} . For \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$u\in {{\mathcal {U}}}$$\end{document} , let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\mathfrak {m}}}_u$$\end{document} denote the (loop-decorated) map inside the loop labelled by u. We may define as in Section 5.2 (and relative to the same constants B and M) the set of branch points \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\mathcal {N}}}({{\mathfrak {m}}}_u) \subset u\cdot {{\mathcal {U}}}$$\end{document} for the map \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathfrak {m}}_u$$\end{document} : beware that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\mathcal {N}}}({{\mathfrak {m}}}_u)$$\end{document} may include labels which are not in \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{{\mathcal {N}}}}={{{\mathcal {N}}}}({\mathfrak {m}}_{\varnothing })$$\end{document} , for example in the case \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$T_M(u)<\ell $$\end{document} . Introduce

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ V_{{{\mathcal {N}}}}({{\mathfrak {m}}}_u) := \sum _{v\in {{\mathcal {N}}}({\mathfrak {m}}_u)} V(v), $$\end{document}

and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$V_{{{\mathcal {N}}}}^\ell :=\sum _{|u|=\ell } V_{{{\mathcal {N}}}}({{\mathfrak {m}}}_u)$$\end{document} . Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\overline{V}}_{{{\mathcal {N}}}}^\ell := {{\mathbb {E}}}^{(p)}[V_{{{\mathcal {N}}}}^\ell | {{\mathcal {F}}}_\ell ]$$\end{document} . We have by the gasket decomposition and (5.11),

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \frac{\ln (p)}{{\overline{V}}(p)}{\overline{V}}_{{{\mathcal {N}}}}^\ell = \frac{\ln (p)}{{\overline{V}}(p)} \sum _{|u| = \ell } {\overline{V}}(\chi ^{(p)}(u)) {\texttt {P}}_{\chi ^{(p)}(u)}({\texttt {T}}_M<{\texttt {T}}_{bp}^+, \texttt {S}_{\texttt {T}_M} \ne 0). \end{aligned}$$\end{document}

By (5.9) and Theorem 5.2 (ii), for all \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$q\ge 1$$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {\overline{V}}(q) {\texttt {P}}_{q}({\texttt {T}}_M<{\texttt {T}}_{bp}^+, \texttt {S}_{\texttt {T}_M} = 0) = {\mathbb {E}}^{(q)}[|{{\mathfrak {g}}}_{bp,M}|]\le C M^{-\beta _\alpha } {\overline{v}}_{bp,M}(q) {\mathbb {1}_{\{q\le bp\}}}. $$\end{document}

Using this inequality in \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\sum _{|u| = \ell } {\overline{V}}(\chi ^{(p)}(u)) {\texttt {P}}_{\chi ^{(p)}(u)}({\texttt {T}}_M<{\texttt {T}}_{bp}^+, \texttt {S}_{\texttt {T}_M} = 0)$$\end{document} and applying Lemma 3.3 with \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$h_p(x)=\ln (p){\frac{{\overline{v}}_{bp,M}(px)}{{\overline{V}}(px)}\mathbb {1}_{\{x\le b\}}}$$\end{document} shows that the limit of

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ \frac{\ln (p)}{{\overline{V}}(p)} \sum _{|u| = \ell } {\overline{V}}(\chi ^{(p)}(u)) {\texttt {P}}_{\chi ^{(p)}(u)}({\texttt {T}}_M<{\texttt {T}}_{bp}^+, \texttt {S}_{\texttt {T}_M} = 0), $$\end{document}

is 0. This proves that we can get rid of the event \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\{\texttt {S}_{\texttt {T}_M}\ne 0\}$$\end{document} in (6.10). Recall that R denotes the renewal function defined in (4.9). Using, in view of Proposition 4.5, the convergence stated in Lemma 3.3 with \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$h_p(x)= \ln (p) {\texttt {P}}_{px}({\texttt {T}}_M<{\texttt {T}}_{bp}^+)$$\end{document} we thus get, as \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\rightarrow \infty $$\end{document} ,

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ \frac{\ln (p)}{{\overline{V}}(p)}{\overline{V}}_{{{\mathcal {N}}}}^\ell \overset{(\text {d})}{\longrightarrow } {\frac{1}{c_0}}\sum _{|u|=\ell } R\bigg (\ln \frac{b}{Z_\alpha (u)}\bigg ) Z_\alpha (u)^2. $$\end{document}

Since \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\sup _{|u|=\ell } Z_\alpha (u) \rightarrow 0$$\end{document} as \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\ell \rightarrow 0$$\end{document} , we can then use the asymptotics (4.10) and the fact that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$W_\infty = 0$$\end{document} to conclude that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\frac{\ln (p)}{{\overline{V}}(p)}{\overline{V}}_{{{\mathcal {N}}}}^\ell $$\end{document} goes to \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$D_{\infty }$$\end{document} upon letting first \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\rightarrow \infty $$\end{document} and then \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\ell \rightarrow \infty $$\end{document} . Finally, it remains to prove that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\frac{\ln (p)}{{\overline{V}}(p)}({\overline{V}}_{{{\mathcal {N}}}}^\ell -{\overline{V}}_{{{\mathcal {G}}}}^\ell )$$\end{document} goes to 0 in distribution. For this, Proposition 5.1 enables us to restrict to the event \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\mathcal {E}}}(bp)$$\end{document} . Now on the event \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\mathcal {E}}}(bp)$$\end{document} , we notice that a node \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$v \in {{\mathcal {N}}}({\mathfrak {m}}_u)$$\end{document} for some \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$u\in {{\mathcal {U}}}$$\end{document} with \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$|u|=\ell $$\end{document} is either in \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\mathcal {N}}} = {{\mathcal {N}}}({\mathfrak {m}}_{\varnothing })$$\end{document} or the descendant of some branch point \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$w\in {{\mathcal {N}}}$$\end{document} with \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$|w|< \ell $$\end{document} . Thus

\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {\mathbb {E}}^{(p)}\big [\mathbb {1}_{{{{\mathcal {E}}}}(bp)} ({\overline{V}}_{{{\mathcal {N}}}}^\ell -{\overline{V}}_{{{\mathcal {G}}}}^\ell )\big ] \le {\mathbb {E}}^{(p)}\bigg [V_{{{\mathcal {B}}}}+\sum _{|w|<\ell } \mathbb {1}_{\{ w \in {{\mathcal {N}}}\}} V(w)\bigg ], $$\end{document}

and we conclude by Theorems 5.6 and (6.5). \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\square $$\end{document}