Martingales in self-similar growth-fragmentations and their connections with random planar maps (Q1626615)

The authors in this paper study two problems. First, they develop the theory of general self-similar growth-fragmentation processes by focusing on martingales which appear naturally in this setting and by recasting classical results for branching random walks in this framework. Second, they identify a distinguished family of growth-fragmentations closely related to stable Lévy processes, which are then shown to arise as the scaling limit of the perimeter process in Markovian explorations of certain random planar maps with large degrees. Using this result, it is thus easy to identify the law of the intrinsic area of these distinguished growth-fragmentations. This generalizes a geometric connection between large Boltzmann triangulations and a certain growth-fragmentation process, which was established in [the first author et al., Ann. Probab. 46, No. 1, 207--260 (2018; Zbl 1447.60058)]. The obtained results in this paper are new, important and interesting, which shed some new light on martingale theory and Lévy processes. The authors combine many methods and techniques to derive the main results of this paper, which are also very inspiring.