Fragmentation associated with Levy processes using snake
成果类型:
Article
署名作者:
Abraham, Romain; Delmas, Jean-Francois
署名单位:
Institut Polytechnique de Paris; Ecole Nationale des Ponts et Chaussees; Universite de Orleans
刊物名称:
PROBABILITY THEORY AND RELATED FIELDS
ISSN/ISSBN:
0178-8051
DOI:
10.1007/s00440-007-0081-2
发表日期:
2008
页码:
113-154
关键词:
摘要:
We consider the height process of a Levy process with no negative jumps, and its associated continuous tree representation. Using Levy snake tools developed by Le Gall-Le Jan and Duquesne-Le Gall, with an underlying Poisson process, we construct a fragmentation process, which in the stable case corresponds to the self-similar fragmentation described by Miermont. For the general fragmentation process we compute a family of dislocation measures as well as the law of the size of a tagged fragment. We also give a special Markov property for the snake which is of its own interest.