Behavior near the extinction time in self-similar fragmentations. I: The stable case (Q985326)

The paper deals with a class of \(\alpha\)-stable random fragmentation processes. With \(\alpha <0\). A process \(\{O(t)\), \(t>0\}\) taking values in the space of open subsets of interval \((0,1)\) such that \(O(t)\leq O(s)\), \(O\leq s\leq t\), is called the interval fragmentation. A connected interval component of \(O(t)\) is called a block. Let \(F(t)=(F_1(t), F_2(t)\dots)\) be an ordered of list of lengths of the blocks of \(O(t)\). Then \(F(t)\) takes values in the space \[ S^{\downarrow}_1=\Bigg\{s=(s_1, s_2,\dots): s_1\geq s_2\geq\cdots\geq 0,\;\sum_{i=1}^\infty s_i\leq 1\Bigg\} \] and it is called the rank fragmentation. It is self-similar with index \(\alpha\in R_1\), if it is time-homogeneous Markov process with certain branching and self-similar properties. The sign of \(\alpha\) has a significant effect. For \(\alpha\leq 0\) recalled version of empirical measure of lengths of blocks here law of large number-type behavior. For \(\alpha <0\) the situation is completely different. There exists almost surely finite random time \(\zeta\), called the extension time, when the state is entirely reduced to dust. Thus, the aim of this paper is the question: how does the process \(F(\zeta -t)^+\) behave as \(t\to 0\). It is proved that in every case \(t^{\frac{1}{\alpha}}\big( F(\zeta -t)^+\big)@>d>> F_{\infty}\) as \(t>0\) where \(F_{\infty}\) is random limit with values in the set of non-decreasing non-negative sequences with finite sums. The limit \(F_{\infty}\) is constructed from a self-similar function \(H_{\infty}\) on \(R\) which itself arises when looking at the scaling behavior of the extinction in the neighborhood of its maximum. The precise statements are given in Theorem 4.1, Theorem 4.2. and Corollary 4.3. Corollary~4.4. contains the behavior of the last fragment, as \(t\to 0\). Sections 5--8 present the proofs of these results. Section~5 presents the technical background. The details of topology on open sets are given. Stable height processes are defined and some of their properties are recalled and the William's decomposition is discussed. An explicit construction of the limit function \(H_{\infty}\) via Poisson point measures is also given Section~6 deals with convergence of height processes. The convergence of open sets and their sequences of ranked lengths are considered, and Theorem 4.2 and Corollary~4.3 are proved in Section~7. The behavior of the last fragment Corollary~4.4 is considered in Section~8. The theorems about almost sure logarithmic behavior near the extinction time \(\zeta\) of the largest fragment and of the last fragment is considered in Section~9. The volume of the paper is 31 page. The list of references contains 23 positions.