Survival of homogeneous fragmentation processes with killing (Q2451107)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Survival of homogeneous fragmentation processes with killing |
scientific article |
Statements
Survival of homogeneous fragmentation processes with killing (English)
0 references
26 May 2014
0 references
The authors consider a homogeneous fragmentation process in which there is an additional killing upon crossing a certain space-time barrier (the killing mechanism is defined in Section 1.2). After an introduction, in Section 2 the authors provide some general notions that are used in the subsequent part of the paper and they discuss the connection between fragmentation and Lévy processes. Then, Section 3 is concerned with the proof of Theorem 2 and in Section 4 they provide the proof of Theorem 3, presented in the Introduction. To this end, the authors use an auxiliary lemma which states that, for any \(n\in \mathbb N\), there exists a time such that with positive probability the fragmentation process has at least \(n\) blocks. In the next section, they introduce a multiplicative process and examine when this process is a martingale. Then the authors consider an additive process which also turns out to be a martingale and whose limit is studied with regard to strict positivity. Finally, the authors deal with the asymptotic behaviour of the largest fragment in the killed fragmentation process.
0 references
homogeneous fragmentation
0 references
scale functions
0 references
additive martingales
0 references
multiplicative martingales
0 references
largest fragment
0 references
0 references