Statistical analysis of self-similar conservative fragmentation chains

DOI10.3150/10-BEJ274MaRDI QIDQ637108zbMATH OpenFDO

Authors M. Hoffmann, Nathalie Krell

Publication date 2 September 2011

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0803.0879

zbMATH Keywords

nonparametric estimationparametricfragmentation chainskey renewal theorem

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Renewal theory (60K05)

Abstract: We explore statistical inference in self-similar conservative fragmentation chains when only approximate observations of the sizes of the fragments below a given threshold are available. This framework, introduced by Bertoin and Martinez [Adv. Appl. Probab. 37 (2005) 553--570], is motivated by mineral crushing in the mining industry. The underlying object that can be identified from the data is the step distribution of the random walk associated with a randomly tagged fragment that evolves along the genealogical tree representation of the fragmentation process. We compute upper and lower rates of estimation in a parametric framework and show that in the nonparametric case, the difficulty of the estimation is comparable to ill-posed linear inverse problems of order 1 in signal denoising.

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Cited in

(5)

• Nonparametric estimation of the division rate of an age dependent branching process
• Behavior near the extinction time in self-similar fragmentations. II: Finite dislocation measures.
• A central limit theorem for conservative fragmentation chains
• Fragmentation energy
• Energy efficiency of consecutive fragmentation processes

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