The falling apart of the tagged fragment and the asymptotic disintegration of the Brownian height fragmentation (Q985349): Difference between revisions

The author studies the behavior of the size of a tagged fragment in an \(\alpha\)-stable height fragmentation. This size is a positive self-similar Markov process decreasing by jumps. The decreasing rearrangement of the jump sizes is shown to have the two-parameter Poisson--Dirichlet distribution with parameters \((\beta,\beta)\), where \(\beta=1-1/\alpha\). It is shown that the size of the tagged fragment has the same law as the opposite of a \(\beta\)-stable subordinator starting at \(1\) and conditioned to die at \(0\). A limit theorem on the behavior of the Brownian height fragmentation at times close to the time it reduces to dust is provided. The latter result is derived using a path transformation of the normalized Brownian excursion which relates the behavior of the excursion near its maximum to the behavior near \(0\) and \(1\).