Asymptotic behavior of solutions of the fragmentation equation with shattering: An approach via self-similar Markov processes
Haas, Bénédicte
Ann. Appl. Probab., Tome 20 (2010) no. 1, p. 382-429 / Harvested from Project Euclid
The subject of this paper is a fragmentation equation with nonconservative solutions, some mass being lost to a dust of zero-mass particles as a consequence of an intensive splitting. Under some assumptions of regular variation on the fragmentation rate, we describe the large time behavior of solutions. Our approach is based on probabilistic tools: the solutions to the fragmentation equation are constructed via nonincreasing self-similar Markov processes that continuously reach 0 in finite time. Our main probabilistic result describes the asymptotic behavior of these processes conditioned on nonextinction and is then used for the solutions to the fragmentation equation. ¶ We note that two parameters significantly influence these large time behaviors: the rate of formation of “nearly-1 relative masses” (this rate is related to the behavior near 0 of the Lévy measure associated with the corresponding self-similar Markov process) and the distribution of large initial particles. Correctly rescaled, the solutions then converge to a nontrivial limit which is related to the quasi-stationary solutions of the equation. Besides, these quasi-stationary solutions, or, equivalently, the quasi-stationary distributions of the self-similar Markov processes, are fully described.
Publié le : 2010-04-15
Classification:  Self-similar Markov processes,  fragmentation equation,  scaling limits,  regular variation,  quasi-stationary solutions,  60J75,  60G18,  82C40
@article{1268143428,
     author = {Haas, B\'en\'edicte},
     title = {Asymptotic behavior of solutions of the fragmentation equation with shattering: An approach via self-similar Markov processes},
     journal = {Ann. Appl. Probab.},
     volume = {20},
     number = {1},
     year = {2010},
     pages = { 382-429},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1268143428}
}
Haas, Bénédicte. Asymptotic behavior of solutions of the fragmentation equation with shattering: An approach via self-similar Markov processes. Ann. Appl. Probab., Tome 20 (2010) no. 1, pp.  382-429. http://gdmltest.u-ga.fr/item/1268143428/