The area of a self-similar fragmentation

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Publication:2863797

zbMATH Open1277.60070arXiv1101.3965MaRDI QIDQ2863797FDOQ2863797


Authors: Jean Bertoin Edit this on Wikidata


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 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.


Full work available at URL: https://arxiv.org/abs/1101.3965




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