Asymptotics for the small fragments of the fragmentation at nodes (Q880483)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Asymptotics for the small fragments of the fragmentation at nodes
scientific article

    Statements

    Asymptotics for the small fragments of the fragmentation at nodes (English)
    0 references
    0 references
    0 references
    0 references
    15 May 2007
    0 references
    Consider a fragmentation process with the independence property of classical branching. Use the fact that a Lévy process with no negative jumps that does not drift to infinity can be associated with a continuous state branching process and a Lévy continuous random tree keeping track of the genealogy. Mark the nodes of the tree in a Poissonian manner and cut the tree at the marked nodes. The ``sizes'' of the resulting subtrees then give the state of the fragmentation at specific times. Let \(\mu\) be the be the excursion measure of the Lévy process (the fragmentation process is defined under this measure), let \(\sigma\) be the excursion length, and \(\pi\) the distribution of \(\sigma\) under \(\mu\). Let \(N^\varepsilon(t)\) be the number of fragments of size greater than \(\varepsilon\) at time \(t\), \(M^\varepsilon(t)\) the total mass of the fragments of size less than \(\varepsilon\) at time \(t\), and \(R(t)\) the total mass of the marked nodes of the tree up to time \(t\). Then \[ \lim_{\varepsilon\to\infty} (N^\varepsilon(t)/\pi((\varepsilon,\infty)))= \lim_{\varepsilon\to\infty} \Biggl(M^\varepsilon(t) \biggl/\int_{(0,\varepsilon]} r\pi(dr)\Biggr)= R(t) \] in \(L^2(\mu[e^{-\beta\sigma}])\) for any \(\beta> 0\). The limit is increasing in \(t\) and discontinuous. In the \(\alpha\)-stable case, \(\alpha\in(1,2)\), the fragmentation is self-similar with index \(1/\alpha\), and the results are close to those obtained by \textit{J. Bertoin} [Stochastic Processes Appl. 109, No.~1, 13--22 (2004; Zbl 1075.60092)] for general self-similar fragmentations with an additional assumption not fulfilled here.
    0 references
    fragmentation
    0 references
    continuous random tree
    0 references
    Lévy snake
    0 references
    small fragments
    0 references

    Identifiers