Journal of the European Mathematical Society
Full-Text PDF (322 KB) |
Table of Contents | JEMS summary
The asymptotic behavior of fragmentation processes
Jean Bertoin (1)
(1) Laboratoire de Probabilités et Modèles Aléatoires, Université Pierre et Marie Curie, 175 rue du Chevaleret, 75013, PARIS, FRANCEThe fragmentation processes considered in this work are self-similar Markov processes which are meant to describe the evolution of a mass that falls apart randomly as time passes. We investigate their pathwise asymptotic behavior as t foes to infinity. In the so-called homogeneous case, we first point at a law of large numbers and a central limit theorem for (a modified version of) the empirical distribution of the fragments at time t. These results are reminiscent of those of Asmussen and Kaplan [3] and Biggins [12] for branching random walks. Next, in the same vein as Biggins [10], we also investigate some natural martingales, which open the way to an almost sure large deviation principle by an application of the Gärtner-Ellis theorem. Finally, some asymptotic results in the general self-similar case are derived by time-change from the previous ones. Properties of size-biased picked fragments provide key tools for the study.
Keywords: fragmentation, self-similar, central limit theorem, large deviations