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DOI:10.1214/12-AOP799

©Institute of Mathematical Statistics, 2014

RANDOM STABLE LAMINATIONS OF THE DISK BY IGORKORTCHEMSKI

Université Paris-Sud

We study large random dissections of polygons. We consider random dissections of a regular polygon withnsides, which are chosen according to Boltzmann weights in the domain of attraction of a stable law of index θ(1,2]. Asngoes to infinity, we prove that these random dissections con- verge in distribution toward a random compact set, called the random stable lamination. Ifθ=2, we recover Aldous’ Brownian triangulation. However, ifθ(1,2), large faces remain in the limit and a different random compact set appears. We show that the random stable lamination can be coded by the continuous-time height function associated to the normalized excursion of a strictly stable spectrally positive Lévy process of indexθ. Using this coding, we establish that the Hausdorff dimension of the stable random lamination is almost surely 21/θ.

Introduction. In this article we study large random dissections of polygons.

Adissectionof a polygon is the union of the sides of the polygon and of a col- lection of diagonals that may intersect only at their endpoints. The faces are the connected components of the complement of the dissection in the polygon. The particular case of triangulations (when all faces are triangles) has been extensively studied in the literature. For every integer n≥3, letPn be the regular polygon with n sides whose vertices are the nth roots of unity. It is well known that the number of triangulations ofPnis the Catalan number of ordern−2. In the general case, where faces of degree greater than three are allowed, there is no known ex- plicit formula for the number of dissections ofPn, although an asymptotic estimate is known (see [10,17]). Probabilistic aspects of uniformly distributed random tri- angulations have been investigated; see, for example, the articles [18, 19] which study graph-theoretical properties of uniform triangulations (such as the maximal vertex degree or the number of vertices of degree k). Graph-theoretical proper- ties of uniform dissections ofPnhave also been studied, extending the previously mentioned results for triangulations (see [3,10]).

From a more geometrical point of view, Aldous [1, 2] studied the shape of a large uniform triangulation viewed as a random compact subset of the closed unit disk. See also the work of Curien and Le Gall [11], who discuss a random con- tinuous triangulation (different from Aldous’ one) obtained as a limit of random

Received February 2012; revised August 2012.

MSC2010 subject classifications.Primary 60J80, 60G52; secondary 11K55.

Key words and phrases.Random dissections, stable process, Brownian triangulation, Hausdorff dimension.

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dissections constructed recursively. Our goal is to generalize Aldous’ result by studying the shape of large random dissections ofPn, viewed as random variables with values in the space of all compact subsets of the disk, which is equipped with the usual Hausdorff metric.

Let us state more precisely Aldous’ results. Denote bytna uniformly distributed random triangulation ofPn. There exists a random compact subsettof the closed unit disk D such that the sequence (tn) converges in distribution toward t. The random compact set t is a continuous triangulation, in the sense that D\t is a disjoint union of open triangles whose vertices belong to the unit circle. Aldous also explains how t can be explicitly constructed using the Brownian excursion and computes the Hausdorff dimension oft, which is equal almost surely to 3/2 (see also [25]).

In this work, we propose to study the following generalization of this model.

Consider a probability distributionj)j0 on the nonnegative integers such that μ1=0 and the mean of μis equal to 1. We suppose that μ is in the domain of attraction of a stable law of indexθ(1,2]. For every integern≥2, letLnbe the set of all dissections of Pn+1, and consider the following Boltzmann probability measure onLnassociated to the weightsj):

Pμn(ω)= 1 Zn

f face ofω

μdeg(f )1, ω∈Ln,

where deg(f ) is the degree of the face f, that is, the number of edges in the boundary off, and Zn is a normalizing constant. Note that the definition of Pμn

involves onlyμ2, μ3, . . . ,andμ0 is the missing constant to obtain a probability measure. Under appropriate conditions onμ, this definition makes sense for all sufficiently large integersn. Let us mention two important special cases. Ifμ0= 2−√

2 and μi =((2−√

2)/2)i1 for every i ≥2, one easily checks that Pμn

is uniform over Ln. If p≥3 is an integer and if μ0 =1−1/(p−1), μp1= 1/(p−1) and μi =0 otherwise, Pμn is uniform over dissections of Ln with all faces of degree p(in that case, we must restrict our attention to values ofnsuch thatn−1 is a multiple ofp−2, but our results carry over to this setting).

We are interested in the following problem. Letln be a random dissection dis- tributed according toPn. Does the sequence(ln)converge in distribution to a ran- dom compact subset of D? Let us mention that this setting is inspired by [24], where Le Gall and Miermont consider random planar maps chosen according to a Boltzmann probability measure, and show that if the Boltzmann weights do not decrease sufficiently fast, large faces remain in the scaling limit. We will see that this phenomenon occurs in our case as well.

In our main result Theorem3.1, we first consider the case where the variance ofμ is finite and then show thatln converges in distribution to Aldous’ Brown- ian triangulation asn→ ∞. This extends Aldous’ theorem to random dissections which are not necessarily triangulations. For instance, we may letlnbe uniformly

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distributed over the set of all dissections whose faces are all quadrangles (or pen- tagons, or hexagons, etc.). As noted above, this requires that we restrict our at- tention to a subset of values ofn, but the convergence oflntoward the Brownian triangulation still holds. This maybe surprising result comes from the fact that cer- tain sides of the squares (or of the pentagons, or of the hexagons, etc.) degenerate in the limit. See also the recent paper [10] for other classes of noncrossing config- urations of the polygon that converge to the Brownian triangulation.

On the other hand, if μis in the domain of attraction of a stable law of index θ(1,2), Theorem3.1shows that(ln)converges in distribution to another random compact subsetlofD, which we call theθ-stable random lamination of the disk.

The random compact subsetlis the union of the unit circle and of infinitely many noncrossing chords, which can be constructed as follows. LetXexc=(Xexct )0t1

be the normalized excursion of the strictly stable spectrally positive Lévy process of index θ (see Section 2.1 for a precise definition). For 0≤s < t≤1, we set sXexctift=inf{u > s;XuexcXsexc}, andsXexcsby convention. Then

l=

sXexct

e2iπ s, e2iπ t, (1)

where [u, v] stands for the line segment between the two complex numbers u andv. In particular, the latter set is compact, which is not obvious a priori.

In order to study fine properties of the setl, we derive an alternative representa- tion in terms of the so-called height processHexc=(Htexc)0t1associated with Xexc (see [12,13] for the definition and properties of Hexc). Note that Hexc is a random continuous function on[0,1]that vanishes at 0 and at 1 and takes positive values on(0,1). Then Theorem4.5states that

l=

sHexct

e2iπ s, e2iπ t, (2)

where, fors, t ∈ [0,1],sHexct if Hsexc=Htexc andHrexc> Hsexc for every r(st, st), or if(s, t)is a limit of pairs satisfying these properties. This is very closely related to the equivalence relation used to define the so-called stable tree, which is coded byHexc (see [12]). The representation (2) thus shows that theθ- stable random lamination is connected to theθ-stable tree in the same way as the Brownian triangulation is connected to the Brownian CRT (see [2] for applications of the latter connection). The representation (2) also allows us to establish that the Hausdorff dimension oflis almost surely equal to 2−1/θ. Note that forθ =2, we obtain a Hausdorff dimension equal to 3/2, which is consistent with Aldous’

result. Additionally, we verify that the Hausdorff dimension of the set of endpoints of all chords inlis equal to 1−1/θ.

Finally, we derive precise information about the faces ofl, which are the con- nected components of the complement of lin the closed unit disk. Whenθ =2, we already noted that all faces are triangles. On the other hand, whenθ(1,2),

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each face is bounded by infinitely many chords. We prove more precisely that the set of extreme points of the closure of a face (or, equivalently, the set of points of the closure that lie on the circle) has Hausdorff dimension 1/θ.

Let us now sketch the main techniques and arguments used to establish the pre- vious assertions. A key ingredient is the fact that the dual graph oflnis a Galton–

Watson tree conditioned on having n leaves. In our previous work [21], we es- tablish limit theorems for Galton–Watson trees conditioned on their number of leaves and, in particular, we prove an invariance principle stating that the rescaled Lukasiewicz path of a Galton–Watson tree conditioned on having n leaves con- verges in distribution to Xexc (see Theorem3.3below). Using this result, we are able to show thatlnconverges toward the random compact setldescribed by (1).

The representation (2) then follows from relations between Xexc and Hexc. Fi- nally, we use (2) to verify that the Hausdorff dimension oflis almost surely equal to 2−1/θ. This calculation relies in part on the time-reversibility of the process Hexc. It seems more difficult to derive the Hausdorff dimension oflfrom the rep- resentation (1).

The paper [10] develops a number of applications of the present work to enu- meration problems and asymptotic properties of uniformly distributed random dis- sections.

The paper is organized as follows. In Section1we present the discrete frame- work. In particular, we introduce Galton–Watson trees and their coding functions.

In Section2we discuss the normalized excursion of the strictly stable spectrally positive Lévy process of index θ and its associated lamination L(Xexc). In Sec- tion3we prove that(ln)converges in distribution towardL(Xexc). In Section4we start by introducing the continuous-time height process Hexc associated toXexc and we then show that L(Xexc)can be coded by Hexc. In Section 5 we use the time-reversibility ofHexc to calculate the Hausdorff dimension of the stable lami- nation.

Throughout this work, the notationAstands for the closure of a subsetAof the plane.

1. The discrete setting: Dissections and trees.

1.1. Boltzmann dissections.

DEFINITION 1.1. Adissectionof a polygon is the union of the sides of the polygon and of a collection of diagonals that may intersect only at their endpoints.

Afacef of a dissectionωof a polygonP is a connected component of the com- plement of ω inside P; its degree, denoted by deg(f ), is the number of sides surroundingf. See Figure1for an example.

Leti)i2be a sequence of nonnegative real numbers. For every integern≥3, letPnbe the regular polygon of the plane whose vertices are thenth roots of unity.

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FIG. 1. Random dissections ofP27183forθ=1.1,ofP11655forθ=1.5and ofP20999forθ=1.9.

For everyn≥2, letLnbe the set of all dissections ofPn+1. Note thatLnis a finite set. LetL=n2Lnbe the set of all dissections. A weightπ(ω)is associated to each dissectionω∈Lnby setting

π(ω)=

f face ofω

μdeg(f )−1.

We define a probability measure onLn by normalizing these weights. More pre- cisely, we set

Zn=

w∈Ln

π(w), (3)

and for everyn≥2 such thatZn>0, Pμn(ω)= 1

Zn

π(ω)

forω∈Ln.

We are interested in the asymptotic behavior of random dissections sampled according toPμn. LetDbe the closed unit disk of the complex plane and letCbe the set of all compact subsets ofD. We equipC with the Hausdorff distancedH, so that(C, dH)is a compact metric space. In the following, we will always view a dissection as an element of this metric space.

We are interested in the following question. For every n≥2 such that Zn>

0, let ln be a random dissection distributing according toPμn. Does there exist a limiting random compact setlsuch thatlnconverges in distribution towardl?

We shall answer this question for some specific families of sequencesi)i2

defined as follows. Let θ(1,2]. We say that a sequence of nonnegative real numbersj)j≥2satisfies the condition(Hθ)if:

μ is critical, meaning that i=2i=1. Note that this condition implies

i=2μi<1.

− Setμ1=0 andμ0=1−i=2μi. Thenj)j0is a probability measure in the domain of attraction of a stable law of indexθ.

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Recall that the second condition is equivalent to saying that ifX is a random variable such thatP[X=j] =μj forj ≥0, then eitherX has finite variance or P[X≥j] =jθL(j ), where L is a function such that limx→∞L(tx)/L(x)=1 for allt >0 (such a function is called slowly varying at infinity). We refer to [7]

or [15], Chapter 3.7, for details.

1.2. Random dissections and Galton–Watson trees. In this subsection we ex- plain how to associate a dual object to a dissection. This dual object is a finite rooted ordered tree. The study of large random dissections will then boil down to the study of large Galton–Watson trees, which is a more familiar realm.

DEFINITION 1.2. Let N= {0,1, . . .} be the set of all nonnegative integers, N= {1,2, . . .}, and letU be the set of labels

U=

n=0

Nn,

where by convention(N)0= {∅}. An element ofU is a sequence u=u1· · ·um of positive integers, and we set|u| =m, which represents the “generation” of u.

If u=u1· · ·um andv=v1· · ·vn belong to U, we write uv=u1· · ·umv1· · ·vn

for the concatenation ofuandv. In particular, note thatu∅=∅u=u. Finally, a rooted ordered treeτ is a finite subset ofU such that:

(1) ∅∈τ;

(2) ifvτ andv=uj for somej ∈N, thenuτ;

(3) for everyuτ, there exists an integerku(τ )≥0 such that, for everyj∈N, ujτ if and only if 1≤jku(τ ).

In the following, bytreewe will always mean rooted ordered tree. We denote the set of all trees byT. We will often view each vertex of a tree τ as an individual of a population whoseτ is the genealogical tree. The total progeny ofτ, Card(τ ), will be denoted byζ (τ ). A leaf of a tree τ is a vertexuτ such thatku(τ )=0.

The total number of leaves ofτ will be denoted byλ(τ ). Ifτ is a tree anduτ, we define the shift ofτ atubyTuτ = {v∈U;uvτ}, which is itself a tree.

Given a dissection ω∈Ln, we construct a (rooted ordered) tree φ(ω) as fol- lows: consider the dual graph ofω, obtained by placing a vertex inside each face ofωand outside each side of the polygonPn+1and by joining two vertices if the corresponding faces share a common edge, thus giving a connected graph without cycles. Then remove the dual edge intersecting the side[1, e2iπ /(n+1)] ofPn. Fi- nally, root the graph at the dual vertex corresponding to the face adjacent to the side[1, e2iπ /(n+1)](see Figure2). The planar structure now allows us to associate a treeφ(ω)to this graph, in a way that should be obvious from Figure2. Note that ku(φ(ω))=1 for everyuφ(ω).

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FIG. 2. The dual tree of a dissection,rooted at the bold vertex.

For every integer n≥2, let T(n) stand for the set of all treesτ ∈T with ex- actlynleaves and such thatku(τ )=1 for everyuτ. The preceding construction provides a bijection φ from Lnonto T(n). Furthermore, ifτ =φ(ω)for ω∈Ln, there is a one-to-one correspondence between internal vertices ofτ and faces ofω, such that ifuis an internal vertex ofτ andf is the associated face ofω, we have degf =ku(τ )+1. The latter property should be clear from our construction.

DEFINITION 1.3. Letρ be a probability measure on Nwith mean less than or equal to 1 and such that ρ(1) <1. The law of the Galton–Watson tree with offspring distributionρis the unique probability measurePρ onTsuch that:

(1) Pρ[k=j] =ρ(j )forj≥0;

(2) for everyj ≥1 withρ(j ) >0, the shifted treesT1τ, . . . , Tjτ are indepen- dent under the conditional probabilityPρ[·|k=j]and their conditional distribu- tion isPρ.

A random tree with distributionPρ will sometimes be called aGWρtree.

PROPOSITION 1.4. Let j)j2 be a sequence of nonnegative real numbers such thatj=2j μj =1.Putμ1=0andμ0=1−j=2μj so thatμ=j)j0

defines a probability measure on N, which satisfies the assumptions of Defini- tion 1.3. Let n≥2 and let Zn be defined as in (3). Then Zn>0 if, and only if, Pμ[λ(τ )=n]>0. Assume that this condition holds. Then if ln is a random dissection distributed according toPμn,the tree φ(ln) is distributed according to Pμ[·|λ(τ )=n].

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PROOF. Letτ ∈T(n)andω=φ−1(τ ). Then Pμ(τ )=

uτ

μku(τ )=μn0

fface ofω

μdeg(f )1=μn0π(ω).

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The first equality is a well-known property of Galton–Watson trees (see, e.g., Proposition 1.4 in [22]). The second one follows from the observations preced- ing Definition 1.3, and the last one is the definition of π(ω). From (4), we now get that Pμ(T(n))=μn0Zn, and then (if these quantities are positive) that Pμ |T(n))=Pμn(ω), giving the last assertion of the proposition.

REMARK 1.5. The preceding proposition will be a major ingredient of our study. We will derive information about the random dissectionln(whenn→ ∞) from asymptotic results for the random treesφ(ln). To this end, we will assume that j)j≥2 satisfies condition (Hθ) for someθ(1,2], which will allow us to use the limit theorems of [21] for Galton–Watson trees conditioned to have a (fixed) large number of leaves.

1.3. Coding trees and dissections. In the previous subsection we have seen that certain random dissections are coded by conditioned Galton–Watson trees.

We now explain how trees themselves can be coded by two functions, called, re- spectively, the Lukasiewicz path and the height function (see Figures3and4for an example). These codings are crucial in the understanding of large Galton–Watson trees and thus of large random dissections.

FIG. 3. The dual treeτassociated to the dissection of Figure2with its vertices indexed in lexico- graphical order.Here,ζ (τ )=26.

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FIG. 4. The Lukasiewicz path(Wu(τ ),0uζ (τ ))and the height function(Hu(τ ),0u < ζ (τ ) ofτ.

We writeu < vfor the lexicographical order on the setU (e.g.,∅<1<21<

22). In the following, we will denote the children of a treeτ listed in lexicograph- ical order by∅=u(0) < u(1) <· · ·< u(ζ (τ )−1).

DEFINITION 1.6. Let τ ∈T. The height process H (τ )=(Hn(τ ),0≤n <

ζ (τ )) is defined, for 0≤ n < ζ (τ ), by Hn(τ )= |u(n)|. The Lukasiewicz path W (τ )=(Wn(τ ),0≤nζ (τ ))is defined byW0(τ )=0 andWn+1(τ )=Wn(τ )+ ku(n)(τ )−1 for 0≤nζ (τ )−1.

It is easy to see that Wn(τ ) ≥ 0 for 0≤ n < ζ (τ ) but Wζ(τ )= −1 (see, e.g., [22]).

Consider a dissection ω, its dual tree τ =φ(ω) and W (τ ), the associated Lukasiewicz path. We now explain how to reconstruct ω from W (τ ). As a first step, recall that an internal vertexuofτ is associated to a facef ofω, and that the chords boundingf are in bijection with the dual edges linkinguto its children and to its parent. The following proposition explains how to find all the children of a given vertex ofτ using onlyW orH, and will be useful to construct the edges linking the vertexuτ to its children.

PROPOSITION 1.7. Letτ ∈T,and letu(0), . . . , u(ζ (τ )−1)be as above the vertices ofτ listed in lexicographical order.Fixn∈ {0,1, . . . , ζ (τ )−1}such that ku(n)(τ ) >0and setk=ku(n)(τ ).

(i) Lets1, . . . , sk∈ {0,1, . . . , ζ (τ )−1} be defined by settingsi=inf{ln+ 1;Wl(τ )=Wn+1(τ )(i−1)} for 1≤ik (in particular, s1=n+1). Then u(s1), u(s2), . . . , u(sk)are the children ofu(n)listed in lexicographical order.

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(ii) We have Hs1(τ )=Hs2(τ )= · · · =Hsk(τ )=Hn(τ )+1.Furthermore, for 1≤ik−1,

Hj(τ ) > Hsi(τ )=Hsi+1(τ )j(sr, sr+1)∩N.

PROOF. We leave this as an exercise (or see the proof of Proposition 1.2 in [22]) and encourage the reader to visualize what this means on Figure4.

In a second step, we explain how to reconstruct the dissection from the Lukasiewicz path of its dual tree.

PROPOSITION 1.8. Let ζ ≥2 be an integer and letZ=(Zn,0≤nζ )be a sequence of integers such that Z0 =0, Zζ = −1, Zk ≥0 for 0≤k < ζ and Zi+1Zi∈ {−1,1,2,3, . . .}for 0≤i < ζ.For 0≤i < ζ, set Xi =Zi+1Zi

and,for1≤iζ,

(i)=Card{0≤j < i;Xj= −1}.

For every integer i∈ {0,1, . . . , ζ (τ )−1} such thatXi≥1, setki=Xi+1and let s1i, . . . , ski

i+2 be defined bys1i =ski

i+2=i+1 andsmi+1=inf{li+1;Zl = Zi+1m}for1≤mki.Then the setD(Z)defined by

D(Z)=

i;Xi1 ki+1

j=1

exp

−2iπ (sji) (ζ )+1

,exp

−2iπ (sji+1) (ζ )+1

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is a dissection of the polygonP(ζ )+1called the dissection coded byZ.

Note that ifτ is a tree (different from the trivial tree{∅}), ifu(0), . . . , u(ζ (τ )− 1)are its vertices listed in lexicographical order andZ=W (τ ), then (i)is the number of leaves amongu(0), u(1), . . . u(i−1)[in particular,(ζ )is the number of leaves ofτ],kiis the number of children ofu(i), andsmi is the index of themth child ofu(i)for 1≤mki.

PROOF. First notice that, for all pairs(i, j )occurring in the union of (5), we have (sji)=(sji+1). We then check that all edges of the polygonP(ζ )+1 ap- pear in the right-hand side of (5). To this end, fix ∈ {0,1, . . . , (ζ )−1}. Then there is a unique integer k∈ {1,2, . . . , ζ −1} such thatXk= −1 and(k)=. Set

i=supj ∈ {0,1, . . . , k−1}:ZjZk

andm=Zi+1Zk+1. Notice that 1≤mki sinceZkZi by construction.

It is now a simple matter to verify thatsmi =kandsmi+1=k+1. Recalling that (k)=and(k+1)=+1, we get that the line segment

exp

−2iπ (ζ )+1

,exp

−2iπ +1 (ζ )+1

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appears in the right-hand side of (5). We therefore get thatD(Z)contains all edges ofP(ζ )+1 with the possible exception of the edge[1,exp(−2iπ(ζ )+(ζ )1)]. How- ever, the latter edge also appears in the union of (5), takingi=0 andj =k0+1 and noting thatsk0

0+1=ζ andsk0

0+2=1.

Next suppose that 0≤i < ζ,0≤i< ζ are such thatki ≥1, ki ≥1. Let j ∈ {1, . . . , ki+1},j∈ {1, . . . , ki+1}. If(i, j )=(i, j), one easily checks that either the intervals (sji, sji+1) are disjoint or one of them is contained in either one. It follows that the chords corresponding, respectively, to (i, j )and to(i, j)in the union of (5) are noncrossing. Hence,D(Z)is a dissection.

LEMMA1.9. For every dissectionω∈L,we haveD(W (φ(ω)))=ω.In other words,a dissection is equal to the dissection coded by the Lukasiewicz path of its dual tree.

PROOF. This is a consequence of our construction. Suppose thatω∈Ln, for somen≥2, and setτ=φ(ω). Fix a facef ofωand the corresponding dual vertex u(i)φ(ω)(recall that the faces off are in one-to-one correspondence with the internal vertices ofτ). Denote the Lukasiewicz path ofτ byZ=W (τ ). First notice that the degree off is equal to 1+ku(i)=Zi+1Zi+2, whereku(i)is the number of children ofu(i). To simplify notation, setki=ku(i). Lets1i, . . . , ski

i+2be defined as in Proposition1.8. By Proposition1.7,u(s1i), u(s2i), . . . , u(skii)are the children ofu(i).

As in Proposition 1.8, we set, for every 1≤ iζ, (i) =Card{0≤ j <

i;Zj+1Zj = −1}, which represents the number of leaves among the firstiver- tices ofτ. Note that(ζ (τ ))=n. Then, assuming thatki≥2:

− For every 1≤jki the chord ofωwhich intersects the dual edge linking u(i)to itsjth child is

exp

−2iπ(sji) n+1

,exp

−2iπ(sji+1) n+1

.

− The chord ofωintersecting the dual edge linkingu(i)to its parent is

exp

−2iπ(ski

i+1) n+1

,exp

−2iπ(s1i) n+1

.

Indeed, a look at Figure2should convince the reader that the vertices exp

−2iπ(sji) n+1

, 1≤jki+1

are exactly the vertices belonging to the boundary of the face associated withu(i) listed in clockwise order. Consequently, the preceding chords are exactly the ones that bound this face. Since this holds for every facef ofω, the conclusion follows.

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2. The continuous setting: Construction of the stable lamination. In this section we present the continuous background by first introducing the normalized excursionXexcof theθ-stable Lévy process. This process is important for our pur- poses becauseXexcwill appear as the limit in the Skorokhod sense of the rescaled Lukasiewicz paths of large GWμ trees coding discrete dissections. We then use Xexc to construct a random compact subset of the closed unit disk, which will be our candidate for the limit in distribution of the random dissections we are consid- ering. Two cases will be distinguished: the caseθ=2, whereXexcis continuous, and the caseθ(1,2), where the set of discontinuities ofXexcis dense.

2.1. The normalized excursion of the Lévy process. We follow the presentation of [12] and refer to [4] for the proof of the results recalled in this subsection. The underlying probability space will be denoted by (,F,P). Let X be a process with paths in D(R+,R), the space of right-continuous with left limits (càdlàg) real-valued functions, endowed with the Skorokhod topology. We refer the reader to [6], Chapter 3 and [20], Chapter VI, for background concerning the Skorokhod topology. We denote by(Ft)t0 the canonical filtration ofX augmented with the P-negligible sets. We assume that X is a strictly stable spectrally positive Lévy process of indexθ normalized so that for everyλ >0,

Eexp(−λXt)=exp θ.

In the following, by theθ-stable Lévy processwe will always mean such a Lévy process. In particular, forθ =2 the processXis√

2 times the standard Brownian motion on the line. Recall thatXenjoys the following scaling property: For every c >0, the process(c1/θXct, t ≥0) has the same law asX. Also recall that when 1< θ <2, the Lévy measureπ ofXis

π(dr)= θ (θ−1)

(2θ )rθ11(0,)dr.

Fors >0, we set Xs =XsXs. The following notation will be useful: for 0≤s < t,

Its=inf

[s,t]X, It= inf

[0,t]X, St =sup

[0,t]X.

Notice that the processI is continuous sinceXhas no negative jumps.

We haveX0=0 andIt <0< St for everyt >0 almost surely [meaning that the point 0 is regular both for(0,∞)and for(−∞,0)with respect toX]. The process XI is a strong Markov process and 0 is regular for itself with respect toXI. We may and will choose−Ias the local time ofXIat level 0. Let(gi, di), iI be the excursion intervals ofXI away from 0. For every iI ands ≥0, set ωis=X(gi+s)diXgi. We viewωias an element of the excursion spaceE, which is defined by

E=ω∈D(R+,R+);ω(0)=0 andζ (ω):=sups >0;ω(s) >0(0,).

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FIG. 5. Simulations ofXexcfor,respectively,θ=1.1,1.5,1.9.

IfωE, we callζ (ω)the lifetime of the excursionω. From Itô’s excursion theory, the point measure

N(dt dω)=

iI

δ(I

gii)

is a Poisson measure with intensitydtN (dω), whereN (dω)is aσ-finite measure on the setE.

Let us define the normalized excursion of the θ-stable Lévy process. Define, for everyλ >0, the re-scaling operatorS(λ)on the set of excursions byS(λ)(ω)= 1/θω(s/λ), s≥0). The scaling property of X shows that the image ofN (·|ζ > t) underS(1/ζ )does not depend ont >0. This common law, which is supported on the càdlàg paths with unit lifetime, is called the law of the normalized excursion ofX and denoted byPexc. Informally,Pexc is the law of an excursion under the Itô measure conditioned to have unit lifetime. In the following, (Xtexc;0≤t ≤ 1) will stand for a process defined on(,F,P)with paths in D([0,1],R+)and whose distribution underPisPexc(see Figure5for a simulation). Note thatX0exc= X1exc=0.

As for the Brownian excursion, the normalized excursion can be constructed directly from the Lévy processX. We state Chaumont’s result [9] without proof.

Let(g1, d1)be the excursion interval ofXI straddling 1. More precisely,g1= sup{s≤1;Xs=Is}andd1=inf{s >1;Xs=Is}.Letζ1=d1g1be the length of this excursion.

PROPOSITION2.1 (Chaumont). SetXs=ζ11/θ(Xg1+ζ1sXg1)for everys∈ [0,1].ThenXis distributed according toPexc.

2.2. Theθ-stable lamination of the disk. The open unit disk of the complex planeC is denoted byD= {z∈C; |z|<1} andS1 is the unit circle. If x, y are distinct points ofS1, we recall that[x, y] stands for the line segment betweenx andy. By convention,[x, x]is equal to the singleton{x}.

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DEFINITION 2.2. A geodesic lamination L of Dis a closed subset L of D which can be written as the union of a collection of noncrossing chords. The lam- inationL is maximal if it is maximal for the inclusion relation among geodesic laminations ofD. In the sequel, by lamination we will always mean geodesic lam- ination ofD.

REMARK 2.3. In hyperbolic geometry, geodesic laminations of the disk are defined as closed subsets of the open hyperbolic disk [8]. As in [11], we prefer to see these laminations as compact subsets ofDbecause this will allow us to study the convergence of laminations in the sense of the Hausdorff distance on compact subsets ofD.

It is not hard to check that the set of all geodesic laminations is closed with respect to the Hausdorff distance.

2.2.1. The Brownian triangulation.

DEFINITION2.4. The Brownian excursioneis defined asXexcforθ=2. For u, v∈ [0,1]we setue vifeuv=euv=mint∈[uv,uv]et.

Note that, with our normalization ofXexc,e/

2 is the standard Brownian ex- cursion. It is well known that the local minima ofeare distinct almost surely. In the following, we always discard the set of probability zero where this property fails.

PROPOSITION2.5 (Aldous [1]–Le Gall and Paulin [25]). DefineL(e)by L(e)=

set

e2iπ s, e2iπ t.

ThenL(e)is a maximal geodesic lamination ofD[see Figure6for a simulation of L(e)].

REMARK2.6. Both the property thatL(e)is a lamination and its maximality property are related to the fact that local minima ofeare distinct. The connected components ofD\L(e)are open triangles whose vertices belong toS1. For this reason we callL(e)the Brownian triangulation. Notice also thatS1L(e).

2.2.2. Theθ-stable lamination. Here,θ(1,2)so that theθ-stable Lévy pro- cessX is not continuous. In the beginning of this section we fixZ∈D([0,1],R) such thatZ0=Z1=0,Zs≥0 fors(0,1]andZs>0 fors(0,1). We then consider the case whenZ=Xexcis the normalized excursion of theθ-stable Lévy processX.

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FIG. 6. A Brownian excursioneand the associated triangulationL(e).

DEFINITION2.7. For 0≤s < t≤1, we setsZt if and only ift=inf{u >

s;ZuZs} (whereZ0=0 by definition). For 0≤t < s≤1, we setsZt if and only iftZs. Finally, we setsZsfor everys∈ [0,1].

Note thatZis not necessarily an equivalence relation. For example, if 0< r <

s < t <1 are such thatZr=0,Zr=Zs=Zt andZu> Zrforu(r, s)(s, t), thenrZsandsZt, but we do not haverZt.

REMARK2.8. IfsZtands < t, thenZs−=Zt andZr> Zs−forr(s, t).

PROPOSITION2.9. We say thatZattains a local minimum att(0,1)if there existsη >0 such thatinf[tη,t+η]Z=Zt. Suppose thatZ satisfies the following four assumptions:

(H1) If0≤s < t ≤1,there exists at most one valuer(s, t)such thatZr= inf[s,t]Z(we say that local minima ofZare distinct);

(H2) If t(0,1) is such thatZt >0, then inf[t,t+ε]Z < Zt for all0< ε≤ 1−t;

(H3) Ift(0,1)is such thatZt>0,theninf[tε,t]Z < Ztfor all0< εt;

(H4) Suppose thatZattains a local minimum att(0,1)[in particular,Zt = 0by(H3)].Let s=sup{r ∈ [0, t];Zr< Zt}.ThenZs>0andZs−< Zt.Note that thenZs> Zt by(H2).

Then the set

L(Z):=

sZt

e2iπ s, e2iπ t

is a geodesic lamination of D, called the lamination coded by the càdlàg func- tionZ.

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Notice thatS1L(Z)sincesZs for everys∈ [0,1].

PROOF. It easily follows from Remark2.8 that the chords appearing in the definition ofL(Z)are noncrossing. We have to prove thatL(Z)is closed. To this end, it is enough to verify that the relationZ is closed, in the sense that its graph is a closed subset of[0,1]2. Consider two sequences(sn), (tn) of reals such that 0≤sn< tn≤1,snZtnand the pairs(sn, tn)converge to(s, t). We need to verify thatsZt. Clearly,st and we can assume thats < tsinceS1L(Z).

The property snZtn implies that ZrZtn for every r(sn, tn). By passing to the limit n→ ∞, we getZrZt for everyr(s, t). IfZt >0, this con- tradicts (H3). So we can assume thatZt =0, implying that the sequence(Ztn) converges toZt asn→ ∞.

Case1. Assume thatZs>0 and thuss >0. By (H2) and right-continuity, we can findη >0 such thatη < (ts)/2 and

[s,sinf+η)Z > inf

[s+η,(s+t )/2]Z.

It follows from (H3) that the infimum ofZ over a compact interval is achieved at some point of this interval. Hence, we may taker0∈ [s+η, (s+t)/2]such that Zr0=inf[s+η,(s+t )/2]Z. Ifs < snfor infinitely manyn, we can find infinitely many values ofnfor whichs < sn< s+ηr0< tn. For those values ofn,r0(sn, tn) andZr0< Zsn, which contradicts Remark2.8. We can thus suppose thatsns for every sufficiently largen. Consequently,(Zsn)converges toZsasntends to infinity. SinceZsn=Ztn for alln, it follows thatZt =Zs. Recall thatZrZt

forr(s, t). We now demonstrate by contradiction that, in fact,Zr > Zt for all r(s, t). Suppose that there existsr1(s, t)such that Zr1=Zt. Notice that Z then attains a local minimum atr1. Property (H3) ensures that

s=supu∈ [0, r1];Zu< Zr1 ,

and the fact thatZs=Zt=Zr1contradicts (H4). We conclude thatZr> Zsfor everyr(s, t). Therefore,t=inf{u > s;ZuZs−}. This implies thatsZt, as desired.

Case2. Assume that Zs =0. In this case,(Zsn) converges to Zs asntends to infinity. Since Zsn=Ztn for all n, it follows that Zs =Zt. We also know that ZrZs for r(s, t). If s =0, we necessarily have t =1 and the fact that Z is positive on (0,1) implies 0Z1. We thus suppose that s >0. Argue by contradiction and suppose that there exists r1(s, t) such that Zr1 =Zt. Then r1 is a local minimum ofZ. If inf[s−ε,s]Z < Zs for every ε(0, s], then s=sup{u∈ [0, r1];Zu< Zr1}. By (H4), s must be a jump time ofZ, which is a contradiction. If inf[sε,s]ZZs for someε(0, s], this means thats is a local minimum ofZ. SinceZs=Zr1, this contradicts (H1). We conclude thatZr > Zt

forr(s, t). This implies thatsZt.

Let (H0) be the property:{s∈ [0,1];Zs=0}is dense in[0,1].

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PROPOSITION 2.10. Let1< θ <2.With probability one,the normalized ex- cursion Xexc of the θ-stable Lévy process satisfies the assumptions (H0), (H1), (H2), (H3)and(H4).

PROOF. It is sufficient to prove that properties analogous to (H0)–(H4) hold for the Lévy processX. The case of (H0) is clear. (H1) and (H2) are consequences of the (strong) Markov property of X and the fact that 0 is regular for (−∞,0) with respect toX.

For the remaining properties, we will use the time-reversal property ofX, which states that ift >0 andX(t )is the process defined byX(t )s =XtX(ts)for 0≤ s < t andXt(t )=Xt, then the two processes(Xs,0≤st)and(X(t )s ,0≤st) have the same law. For (H3), the time-reversal property ofX and the regularity of 0 for(0,)shows that a.s. for every jump times ofXand everyv∈ [0, s),

r∈[infv,s]Xr< Xs.

We finally prove the analog of (H4) forX. By the time-reversal property ofX, it is sufficient to prove that ifq >0 is rational andT =inf{t≥q;XtSq}, then XT > SqXTalmost surely. This follows from the Markov property at timeq and the fact that for any a >0, X jumps a.s. across a at its first passage time abovea(see [4], Proposition VIII.8 (ii)).

In the following, we always discard the set of zero probability where one of the properties (H0)–(H4) does not hold.

DEFINITION2.11. Theθ-stable lamination is defined as the geodesic lamina- tionL(Xexc), whereXexcis the normalized excursion of theθ-stable Lévy process.

See Figure1for some examples. The following proposition is immediate from the definition of the relationXexcand Remark2.8.

PROPOSITION 2.12. Almost surely, for every choice of 0≤α < β≤1 with (α, β)=(0,1),we haveαXexcβ if and only if one of the following two mutually exclusive cases holds:

(i) Xαexc>0andβ=inf{uα;Xuexc=Xexcα−};

(ii) Xαexc=0,Xαexc=Xexcβ ,andXrexc> Xexcα for everyr(α, β).

DEFINITION2.13. LetE1be the set of all pairs(α, β)where 0≤α < β≤1 satisfy condition (i) in Proposition2.12.

PROPOSITION2.14. The following holds almost surely for any pair(s, t)such that0≤s < t≤1andXsexc=Xexct andXexcr > Xsexcfor everyr(s, t).For every ε(0, (ts)/2),there exists∈ [s, s+ε]andt∈ [tε, t]such thatXexcs >0 andt=inf{us;Xexcu =Xsexc},so that in particular(s, t)E1.

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