Self-similar fragmentations derived from the stable tree. II: Splitting at nodes (Q1780980)

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Self-similar fragmentations derived from the stable tree. II: Splitting at nodes
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    Self-similar fragmentations derived from the stable tree. II: Splitting at nodes (English)
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    15 June 2005
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    [For part I see ibid. 127, No.~3, 423--454 (2003; Zbl 1042.60043).] The author investigates a fragmentation process \(F^{+}\) derived by a splitting procedure at branchpoints of the so-called stable tree \({\mathcal T}\) introduced by \textit{T. Duquesne} and \textit{J.-F. Le Gall} [``Random trees, Lévy processes and spatial branching processes'' (2002; Zbl 1037.60074)]. The work is mainly motivated by the aim to generalise existing work on fragmentation processes on Brownian continuum random trees studied by \textit{D. Aldous} and \textit{J. Pitman} [Ann. Probab. 26, No. 4, 1703--1726 (1998; Zbl 0936.60064)] and \textit{J. Bertoin} [Probab. Theory Relat. Fields 121, No. 3, 301--318 (2001; Zbl 0992.60076) and Ann. Inst. Henri Poincaré, Probab. Stat. 38, No. 3, 319--340 (2002; Zbl 1002.60072)]. Given a one-dimensional \(\alpha\)-stable process \((X_{t})\) for \(\alpha\in (1,2)\) with positive jumps only a height process \((H_{t})\) is constructed via a local time of the reflected processes of \((X_{t})\). Then \((H_{t})\) is used to define the tree \(\mathcal T\) by equivalence classes on \([0,1]\). Furthermore, restricting the Lebesgue measure on \([0,1]\) on \(\mathcal T\) one establishes a mass measure \(\mu\) on \(\mathcal T\). To each branchpoint \(b\in {\mathcal T}\) a standard exponential random variable \(e_{b}\) is associated used to define on \(\mathcal T\) an equivalence relation \(\sim_{t}\) by \(v\sim_{t}w\) if the path from \(v\) to \(w\) does not contain a branchpoint \(b\) with \(e_{b}<tL(b)\) where \(L(b)\) is a local time or width of the branchpoint \(b\). The resulting equivalence classes are again trees and sorting these in decreasing order according to their masses \(\mu({\mathcal T}_{j}^t)\) the fragmentation process \(F^{+}(t) = (\mu({\mathcal T}_{1}^t), \mu({\mathcal T}_{2}^t), \ldots )\) is obtained. The author shows that \(F^{+}\) is a self-similar fragmentation process with index \(1/\alpha\) and erosion coefficient 0; the dislocation measure is characterised in terms of a stable subordinator with index \(1/\alpha\) and its sequence of jumps. Moreover, explicit formulae for the semigroup as well as small/large time asymptotics are provided. Eventually, an alternative construction of \(F^{+}\) is presented using path properties of \((X_{t})\).
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    continuous state branching process
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    fragmentation process
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    height process
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    marked process
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    self-similarity
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    stable process
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    stable tree
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