![](images/spacer.gif) |
|
|
| | | | | |
|
|
|
|
|
Asymptotic Laws for Nonconservative Self-similar Fragmentations
|
Jean Bertoin, Université Paris VI Alexander V. Gnedin, Rijksuniversiteit Utrecht, The Netherlands |
Abstract
We consider a self-similar fragmentation process in which the
generic particle of mass $x$ is replaced by the offspring particles at
probability rate $x^alpha$, with positive parameter $alpha$. The total of
offspring masses may be both larger or smaller than $x$ with positive
probability. We show that under certain conditions the typical mass in the
ensemble is of the order $t^{-1/alpha}$ and that the empirical distribution of
masses converges to a random limit which we characterise in terms of the
reproduction law.
|
Full text: PDF
Pages: 575-593
Published on: July 30, 2004
|
Bibliography
-
D. J. Aldous (1999). Deterministic and stochastic models for coalescence
(aggregation, coagulation): a review of the mean-field theory for probabilists.
Bernoulli
5 , 3-48.
Math. Review 2001c:60153
-
D. J. Aldous and J. Pitman (1998). The standard additive coalescent.
Ann. Probab. 26 , 1703-1726.
Math. Review 2000d:60121
-
Y. Baryshnikov and A. Gnedin (2001). Counting intervals in
the packing process.
Ann. Appl. Probab. 11 , 863-877.
Math. Review 2003a:60014
-
J. Bertoin (2000). A fragmentation process connected to Brownian motion.
Probab. Theory Relat. Fields 117 , 289-301.
Math. Review 2002b:60136
-
J. Bertoin (2001). Homogeneous fragmentation processes,
Probab. Theory
Relat. Fields 121 , 301-318.
Math. Review 2002j:60127
-
J. Bertoin (2002). Self-similar fragmentations.
Ann. Inst. Henri
Poincare 38 , 319-340.
Math. Review 2003h:60109
-
J. Bertoin (2003). The asymptotic behavior of fragmentation
processes.
J. Euro. Math. Soc. 5 , 395-416.
MR2017852
-
J. Bertoin (2004). On small masses in self-similar fragmentations.
Stochastic Process. Appl. 109 , 13-22.
MR2024841
-
J. Bertoin and M.-E. Caballero (2002). Entrance from $0+$
for increasing semi-stable Markov processes. Bernoulli 8 , 195-205.
Math. Review 2003c:60071
-
J. Bertoin and A. Rouault (2003). Discretization methods for
homogeneous fragmentations. Preprint.
-
J. Bertoin and M. Yor (2001). On subordinators, self-similar Markov processes,
and some factorizations of the exponential law. Elect. Commun. Probab.
6 , 95-106.
Available at http://www.math.washington.edu/ejpecp/ecp6contents.html.
Math. Review 2002k:60097
-
J. Bertoin and M. Yor (2004). On the
exponential functionals of L 'evy processes. In preparation.
-
D. Beysens, X. Campi, and E. Pefferkorn. (1995). Fragmentation
Phenomena . World Scientific, Singapore.
-
J. D. Biggins (1977). Martingale convergence in the branching random walk.
J. Appl. Probability 14 , no. 1, 25--37.
MR0433619
-
J. D. Biggins (1992). Uniform convergence of martingales in
the branching random walk Ann. Probab. 20 , 137-151.
Math. Review 93b:60094
-
M. D. Brennan and R. Durrett (1986).
Splitting intervals, Ann. Probab. 14 , 1024-1036.
Math. Review 87k:60088
-
M. D. Brennan and R. Durrett (1987).
Splitting intervals II. Limit laws for lengths.
Probab. Theory Related Fields 75 , 109--127.
Math. Review 88k:60058
-
A. F. Filippov (1961).
On the distribution of the sizes of particles which undergo splitting.
Th. Probab. Appl. 6 ,
275-293.
Math. Review MR0140159
-
A. Iserles and Y. Liu (1997) Integro-differential equations and
generalized hypergeometric functions, J. Math. Anal. Appl. 208 , 404-424.
Math. Review
98f:34095
-
A.N. Kolmogorov (1941) "U ber das logarithmisch normale
Verteilungsgesetz der Dimensionen der Teilchen bei Zerst "u kelung,
Soviet Doklady
31 , 99-101.
MR0004415
-
J. Lamperti (1972). Semi-stable Markov processes.
Z.
Wahrscheinlichkeitstheorie verw. Gebiete 22 , 205--225.
MR0307358
-
Q. Liu (2000) On generalized multiplicative cascades,
Stoch. Proc. Appl. 86 , 263-286.
Math. Review 2001b:60102
-
O. Marichev (1983) Handbook of Integral Transforms of Higher Transcendental
Functions: Theory and Algorithmic Tables , Ellis Horwood, Chichester.
Math. Review 84f:00017
-
R.D. Mauldin and S.C. Williams (1986) Random recursive constructions:
asymptotic geometric and topological properties, Trans. Amer. Math. Soc.
295 ,
325-426.
MR0831202 (87j:60027)
-
G. Miermont
(2004). Self-similar fragmentations derived from the stable tree II: splitting at
hubs. Probab. Theory Relat. Fields .
Math. Review MR2018924
-
G. Miermont and J. Schweinsberg (2003). Self-similar fragmentations and
stable subordinators. In: S'eminaire de Probabilit'es XXXVII , Lecture Notes in Maths.
1832, pp. 333-359. Springer, Berlin.
MR2053052
-
J. Neveu (1987). Multiplicative martingales for spatial branching
processes.
In Seminar on Stochastic Processes,
Progr. Probab. Statist. 15
pp. 223--242. Birkh"auser, Boston.
Math. Review 91f:60144
-
U. R"oesler (1992) A fixed point theorem for distributions,
Stoch. Proc. Appl.
42 , 195-214.
Math. Review
93k:60038
-
S.M. Ross (1983). Stochastic Processes,
Wiley, N.Y.
Math. Review 84m:60001
-
J. Schweinsberg (2001).
Applications of the continuous-time ballot theorem
to Brownian motion and related processes.
Stochastic Process. Appl. 95,
151--176.
Math. Review 2002e:60076
-
K. Uchiyama (1982). Spatial growth of a branching process of
particles living in $R^d $.
Ann.
Probab. 10 , 896-918.
Math. Review 84d:60127
|
|
|
|
|
|
|
| | | | |
Electronic Journal of Probability. ISSN: 1083-6489 |
|