Fragmentations with self-similar branching speeds
Autor: | Duchamps, Jean-Jil |
---|---|
Rok vydání: | 2019 |
Předmět: | |
Druh dokumentu: | Working Paper |
Popis: | We consider fragmentation processes with values in the space of marked partitions of $\mathbb{N}$, i.e. partitions where each block is decorated with a nonnegative real number. Assuming that the marks on distinct blocks evolve as independent positive self-similar Markov processes and determine the speed at which their blocks fragment, we get a natural generalization of the self-similar fragmentations of Bertoin (2002). Our main result is the characterization of these generalized fragmentation processes: a L\'evy-Khinchin representation is obtained, using techniques from positive self-similar Markov processes and from classical fragmentation processes. We then give sufficient conditions for their absorption in finite time to a frozen state, and for the genealogical tree of the process to have finite total length. Comment: 38 pages |
Databáze: | arXiv |
Externí odkaz: |