Growth-fragmentation process embedded in a planar Brownian excursion (Q2139998)

This paper treats a self-similar growth-fragmentation process linked to a Brownian excursion in the upper half-plane, obtained by cutting the excursion at horizontal levels. The aim of this paper is to prove that the associated growth-fragmentation is related to one of the growth-fragmentation processes introduced by \textit{J. Bertoin} et al. [Probab. Theory Relat. Fields 172, No. 3--4, 663--724 (2018; Zbl 1451.60047)]. First consider a Brownian excursion in the upper half-plane \(\mathbb{H}\) from 0 to a positive real number \(z_0\). For \(a > 0\), if the excursion hits the set \(\{ z \in \mathbb{C} : \Im(z) = a \}\) of points with imaginary part \(a\), it makes a countable number of excursions above it \(( e_i^{ a, +}, i \geq 1 )\). For any such excursion, the size (or length) of the excursion \(\varDelta e_i^{a, +}\) means the difference between the endpoint of the excursion and its starting point. Since both points have the same imaginary part, the collection \(( \varDelta e_i^{a, +}, i \geq 1)\) is a collection of real numbers. So suppose that they are ranked in decreasing order of their magnitude. Let us describe the growth-fragmentation process involved in this case. Let \(Z = ( Z_a)_{ 0 \leqslant a < \zeta}\) be the positive self-similar Markov process of index 1 whose Lamperti representation is given by \[ Z_a = z_0 \cdot \exp \{ \xi ( \tau ( z_0^{-1} a ) ) \}, \] where \(\xi\) is the Lévy process with Laplace exponent \[ \Psi(q) = - \frac{4}{\pi} q + \frac{2}{\pi} \int_{ y > - \log 2} \{ e^{q y} -1 - q( e^y -1) \} \frac{ e^{- y} dy}{ ( e^y -1)^2}, \qquad q < 3, \] \(\tau\) is the time change \[ \tau (a) = \inf \{ s \geq 0, \quad \int_0^s e^{\xi(u)} d u > a \}, \] and \(\zeta = \inf \{ a \geq , \,\, Z_a = 0 \}\). The cell system driven by \(Z\) can be constructed as follows. The size of the so-called Eve cell is \(z_0\) at time 0 and evolves according to \(Z\). Then, conditionally on \(Z\), we start at times \(a\) when a jump \(\varDelta Z_a = Z_a - Z_{a-}\) occurs independent processes starting from \(- \varDelta Z_a\), distributed as \(Z\) when \(\varDelta Z_a < 0\) and as \(- Z\) when \(\varDelta Z_a > 0\). These processes represent the sizes of the daughters of the Eve particle. Then repeat the process for all the daughter cells: at each jump time of the cell process, start an independent copy of the process \(Z\) if the jump is negative, \(- Z\) if the jump is positive. This defines the sizes of the cells of the next generation and we proceed likewise. We then define, for \(a \geq 0\), \(\bar{X}(a)\) as the collection of sizes of cells alive at time \(a\), ranked in decreasing order of their magnitude. Although growth-fragmentation processes \(X\) were introduced in [\textit{J. Bertoin}, Bernoulli 23, No. 2, 1082--1101 (2017; Zbl 1375.60129)], the growth-fragmentation process just defined is not included in the framework of the above Bertoin's, because authors' theory allows cells to be created at times corresponding to positive jumps, giving birth to cells with negative size. Therefore, the process \(\bar{X}\) is not a true growth-fragmentation process. The following main theorem describes the law of the process \(( \varDelta e_i^{a, +}, i \geq 1)_{a \geq 0}\) indexed by \(a\) in terms of a self-similar growth-fragmentation. \textbf{Theorem.} The process \(( \varDelta e_i^{a,+}, i \geq 1)_{a \geq 0}\) is distributed as \(\bar{X}\). The fact that there is no local explosion (in the sense that there is no compact of \(\mathbb{R} \setminus \{ 0 \}\) with infinitely many elements of \(\bar{X}\)) can be seen as a consequence of the theorem. For other related works, see, e.g., [loc. cit.] for Markovian growth-fragmentation processes, [\textit{E. Aïdékon} et al., Ann. Probab. 48, No. 4, 1785--1825 (2020; Zbl 07224960)] for points of infinite multiplicity of planar Brownian motion (measures and local times), and [\textit{J. Bertoin} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 2, 1136--1156 (2021; Zbl 1484.60045)] for conditioning a self-similar growth-fragmentation by its intrinsic area.