Fragmentation associated with Lévy processes using snake

Research output: Contribution to journalArticlepeer-review

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.

Original languageEnglish
Pages (from-to)113-154
Number of pages42
JournalProbability Theory and Related Fields
Volume141
Issue number1-2
DOIs
Publication statusPublished - 1 Jan 2008

Keywords

  • Dislocation measure
  • Fragmentation
  • Lévy snake
  • Special Markov property
  • Stable processes

Fingerprint

Dive into the research topics of 'Fragmentation associated with Lévy processes using snake'. Together they form a unique fingerprint.

Cite this