Fragmentation associated with Levy processes using snakeReportar como inadecuado

Fragmentation associated with Levy processes using snake - Descarga este documento en PDF. Documentación en PDF para descargar gratis. Disponible también para leer online.

1 MAPMO - Mathématiques - Analyse, Probabilités, Modélisation - Orléans 2 CERMICS - Centre d-Enseignement et de Recherche en Mathématiques, Informatique et Calcul Scientifique

Abstract : 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 Duquesne and 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 interesting in itself.

Keywords : Fragmentation Levy snake dislocation measure stable processes special Markov property

Autor: Romain Abraham - Jean-François Delmas -



Documentos relacionados