Fragmentation at height associated with Lévy processes (Q869099)
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English | Fragmentation at height associated with Lévy processes |
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Fragmentation at height associated with Lévy processes (English)
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26 February 2007
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With a Lévy process with no negative jumps that does not drift to infinity, \textit{J.-F. Le Gall} and \textit{Y. Le Jan} [Ann. Probab. 26, No.~1, 213--252 (1998; Zbl 0948.60071) and ibid. 26, No.~4, 1407--1432 (1998; Zbl 0945.60090)] associated a continuous state branching process and a continuous random tree. The latter keeps track of the genealogy of the former, and can be coded by the so-called height process. The present author constructs a fragmentation process at height, a Markov process whose state space is the set of nonincreasing sequences of masses with finite total mass, thus generalizing results of \textit{J. Bertoin} [Ann. Inst. Henri Poincaré, Probab. Stat. 38, No.~3, 319--340 (2000; Zbl 1002.60072)] and \textit{G. Miermont} [Probab. Theory Relat. Fields 127, No.~3, 423--454 (2003; Zbl 1042.60043)]. Next, he shows that the dislocation measures are the same as those of the fragmentation at nodes introduced by R. Abraham and himself in unpublished work, and also computes the asymptotics of the number of small fragments.
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Lévy process
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height process
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fragmentation process
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dislocation measure
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