Equilibrium for fragmentation with immigration (Q2572398): Difference between revisions

The author first introduces continuous-time fragmentation with immigration Markov processes in which particles immigrate according to a Poisson measure and at the same time fragment according to a self-similar fragmentation independent of the immigration [cf. \textit{J. Bertoin}, Ann. Inst. Henri Poincaré, Probab. Stat. 38, No. 3, 319--340 (2002; Zbl 1002.60072)]. Criteria (mainly \(P(U_{\text{stat}} \notin{\mathcal R})=0)\) for the existence and uniqueness of the stationary distribution of the process are established and proved [cf. the author's paper: ibid. 40, No. 4, 411--438 (2004; Zbl 1041.60058)]. The convergence rates to the stationary distribution are also given. The linear partial differential equation describing the fragmentation with immigration in this stochastic case is also studied and results are obtained which generalize those in the author's previous paper for deterministic fragmentations [Stochastic Processes Appl. 106, No. 2, 245--277 (2003; Zbl 1075.60553)].