Limit theorems for random spatial drainage networks

Mathew D. Penrose and Andrew R. Wade

Advances in Applied Probability, 42, no. 3, September 2010, 659–688. DOI: 10.1239/aap/1282924058

Abstract

Suppose that under the action of gravity, liquid drains through the unit $d$-cube via a minimal-length network of channels constrained to pass through random sites and to flow with nonnegative component in one of the canonical orthogonal basis directions of $\mathbb{R}^d$, for $d \geq 2$. The resulting network is a version of the so-called minimal directed spanning tree. We give laws of large numbers and convergence in distribution results on the large-sample asymptotic behaviour of the total power-weighted edge-length of the network on uniform random points in $(0,1)^d$. The distributional results exhibit a weight-dependent phase transition between Gaussian and boundary-effect-derived distributions. These boundary contributions are characterized in terms of limits of the so-called on-line nearest-neighbour graph, a natural model of spatial network evolution, for which we also present some new results. Also, we give a convergence in distribution result for the length of the longest edge in the drainage network; when $d=2$, the limit is expressed in terms of Dickman-type variables.