Fragmentation at height associated with Lévy processes

DOI10.1016/J.SPA.2006.06.001MaRDI QIDQ869099zbMATH OpenOpenAlexFDO

Authors Jean-François Delmas

Publication date 26 February 2007

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0603193

zbMATH Keywords

dislocation measurefragmentation processheight processLévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52) Random measures (60G57) Continuous-time Markov processes on general state spaces (60J25)

Abstract: We consider the height process of a L'{e}vy process with no negative jumps, and its associated continuous tree representation. Using tools developed by Duquesne and Le Gall, we construct a fragmentation process at height, which generalizes the fragmentation at height of stable trees given by Miermont. In this more general framework, we recover that the dislocation measures are the same as the dislocation measures of the fragmentation at node introduced by Abraham and Delmas, up to a factor equal to the fragment size. We also compute the asymptotic for the number of small fragments.

Review text

With a Lévy process with no negative jumps that does not drift to infinity, \textit{J.-F. Le Gall} and \textit{Y. Le Jan} [Ann. Probab. 26, No.~1, 213--252 (1998; Zbl 0948.60071) and ibid. 26, No.~4, 1407--1432 (1998; Zbl 0945.60090)] associated a continuous state branching process and a continuous random tree. The latter keeps track of the genealogy of the former, and can be coded by the so-called height process. The present author constructs a fragmentation process at height, a Markov process whose state space is the set of nonincreasing sequences of masses with finite total mass, thus generalizing results of \textit{J. Bertoin} [Ann. Inst. Henri Poincaré, Probab. Stat. 38, No.~3, 319--340 (2000; Zbl 1002.60072)] and \textit{G. Miermont} [Probab. Theory Relat. Fields 127, No.~3, 423--454 (2003; Zbl 1042.60043)]. Next, he shows that the dislocation measures are the same as those of the fragmentation at nodes introduced by R. Abraham and himself in unpublished work, and also computes the asymptotics of the number of small fragments.

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Cites work

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• scientific article; zbMATH DE number 1859371 (Why is no real title available?)
• scientific article; zbMATH DE number 918811 (Why is no real title available?)
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Cited in

(12)

• Self-similar fragmentation derived from the stable tree. I: Splitting at heights
• A geometric representation of fragmentation processes on stable trees
• Trees within trees. II: Nested fragmentations
• The forest associated with the record process on a Lévy tree
• Fragmentation associated with Lévy processes using snake
• Profile of a self-similar growth-fragmentation
• Compensated fragmentation processes and limits of dilated fragmentations
• General fragmentation trees
• Dislocation measure of the fragmentation of a general Lévy tree
• Ordered additive coalescent and fragmentations associated to Lévy processes with no positive jumps
• Asymptotics for the small fragments of the fragmentation at nodes
• The falling apart of the tagged fragment and the asymptotic disintegration of the Brownian height fragmentation

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