The area of a self-similar fragmentation

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Publication:2863797




Abstract: We consider the area A=int0inftyleft(sumi=1inftyXi(t)ight)dt of a self-similar fragmentation process X=(X(t),tgeq0) with negative index. We characterize the law of A 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 A which generalizes known results for the area of the Brownian excursion.









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