The area of a self-similar fragmentation
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Publication:2863797
zbMATH Open1277.60070arXiv1101.3965MaRDI QIDQ2863797FDOQ2863797
Authors: Jean Bertoin
Publication date: 4 December 2013
Published in: ALEA. Latin American Journal of Probability and Mathematical Statistics (Search for Journal in Brave)
Abstract: We consider the area of a self-similar fragmentation process with negative index. We characterize the law of by an integro-differential equation. The latter may be viewed as the infinitesimal version of a recursive distribution equation that arises naturally in this setting. In the case of binary splitting, this yields a recursive formula for the entire moments of which generalizes known results for the area of the Brownian excursion.
Full work available at URL: https://arxiv.org/abs/1101.3965
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