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 Electronic Journal of Probability > Vol. 7 (2002) > Paper 17 open journal systems 


Poisson Snake and Fragmentation

Romain Abraham, Université René Descartes (Paris 5)
Laurent Serlet, Université René Descartes (Paris 5)


Abstract
Our main object that we call the Poisson snake is a Brownian snake as introduced by Le Gall. This process has values which are trajectories of standard Poisson process stopped at some random finite lifetime with Brownian evolution. We use this Poisson snake to construct a self-similar fragmentation as introduced by Bertoin. A similar representation was given by Aldous and Pitman using the Continuum Random Tree. Whereas their proofs used approximation by discrete models, our representation allows continuous time arguments.



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Pages: 1-15

Published on: July 1, 2002
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Electronic Journal of Probability. ISSN: 1083-6489