The falling apart of the tagged fragment and the asymptotic disintegration of the Brownian height fragmentation

DOI10.1214/08-AIHP304MaRDI QIDQ985349zbMATH OpenFDO

Authors Gerónimo Uribe Bravo

Publication date 21 July 2010

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0811.4754, https://eudml.org/doc/78057

zbMATH Keywords

normalized Brownian excursionSelf-similar fragmentationstable subordinator

Mathematics Subject Classification ID

Self-similar stochastic processes (60G18) Brownian motion (60J65)

Abstract: We present a further analysis of the fragmentation at heights of the normalized Brownian excursion. Specifically we study a representation for the mass of a tagged fragment in terms of a Doob transformation of the 1/2-stable subordinator and use it to study its jumps; this accounts for a description of how a typical fragment falls apart. These results carry over to the height fragmentation of the stable tree. Additionally, the sizes of the fragments in the Brownian fragmentation when it is about to reduce to dust are described in a limit theorem.

Review text

The author studies the behavior of the size of a tagged fragment in an \(\alpha\)-stable height fragmentation. This size is a positive self-similar Markov process decreasing by jumps. The decreasing rearrangement of the jump sizes is shown to have the two-parameter Poisson--Dirichlet distribution with parameters \((\beta,\beta)\), where \(\beta=1-1/\alpha\). It is shown that the size of the tagged fragment has the same law as the opposite of a \(\beta\)-stable subordinator starting at \(1\) and conditioned to die at \(0\). A limit theorem on the behavior of the Brownian height fragmentation at times close to the time it reduces to dust is provided. The latter result is derived using a path transformation of the normalized Brownian excursion which relates the behavior of the excursion near its maximum to the behavior near \(0\) and \(1\).

Recommendations

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Cited in

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