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Fragmentation associated with Lévy processes using snake.

Authors :
Abraham, Romain
Delams, Jean-François
Source :
Probability Theory & Related Fields; May2008, Vol. 141 Issue 1/2, p113-154, 42p, 3 Graphs
Publication Year :
2008

Abstract

We consider the height process of a Lévy process with no negative jumps, and its associated continuous tree representation. Using Lévy 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. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
01788051
Volume :
141
Issue :
1/2
Database :
Complementary Index
Journal :
Probability Theory & Related Fields
Publication Type :
Academic Journal
Accession number :
28716128
Full Text :
https://doi.org/10.1007/s00440-007-0081-2