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 Electronic Journal of Probability > Vol. 6 (2001) > Paper 14 open journal systems 


Ordered Additive Coalescent and Fragmentations Associated to Lévy Processes with No Positive Jumps

Grégory Miermont, Université Pierre et Marie Curie


Abstract
We study here the fragmentation processes that can be derived from Lévy processes with no positive jumps in the same manner as in the case of a Brownian motion (cf. Bertoin [4]). One of our motivations is that such a representation of fragmentation processes by excursion-type functions induces a particular order on the fragments which is closely related to the additivity of the coalescent kernel. We identify the fragmentation processes obtained this way as a mixing of time-reversed extremal additive coalescents by analogy with the work of Aldous and Pitman [2], and we make its semigroup explicit.


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Pages: 1-33

Published on: June 30, 2001
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Electronic Journal of Probability. ISSN: 1083-6489