Une étude additionnelle de la fragmentation de hauteur brownienne est présentée. Plus précisément, une représentation de la masse du fragment marqué en termes d'une transformation de Doob du subordinateur stable d'indice 1/2 est décrite puis utilisée pour étudier les sauts du processus de masse; ceci nous renseigne sur la façon dans laquelle un fragment typique se casse. Ces résultats se généralisent au cadre des fragmentations de hauteur de l'arbre stable. Enfin, nous donnons un théorème limite de la fragmentation de l'excursion Brownienne par les hauteurs, centrée autour du dernier fragment qui se décompose en poussière.
We present a further analysis of the fragmentation at heights of the normalized brownian excursion. Specifically we study a representation for the mass of a tagged fragment in terms of a Doob transformation of the 1/2-stable subordinator and use it to study its jumps; this accounts for a description of how a typical fragment falls apart. These results carry over to the height fragmentation of the stable tree. Additionally, the sizes of the fragments in the brownian height fragmentation when it is about to reduce to dust are described in a limit theorem.
@article{AIHPB_2009__45_4_1130_0, author = {Uribe Bravo, Ger\'onimo}, title = {The falling apart of the tagged fragment and the asymptotic disintegration of the brownian height fragmentation}, journal = {Annales de l'I.H.P. Probabilit\'es et statistiques}, volume = {45}, year = {2009}, pages = {1130-1149}, doi = {10.1214/08-AIHP304}, mrnumber = {2572168}, zbl = {1208.60036}, language = {en}, url = {http://dml.mathdoc.fr/item/AIHPB_2009__45_4_1130_0} }
Uribe Bravo, Gerónimo. The falling apart of the tagged fragment and the asymptotic disintegration of the brownian height fragmentation. Annales de l'I.H.P. Probabilités et statistiques, Tome 45 (2009) pp. 1130-1149. doi : 10.1214/08-AIHP304. http://gdmltest.u-ga.fr/item/AIHPB_2009__45_4_1130_0/
[1] Fragmentation associated with Lévy processes using snake. Probab. Theory Related Fields 141 (2008) 113-154. | MR 2372967 | Zbl 1142.60048
and .[2] Deterministic and stochastic models for coalescence (aggregation and coagulation): A review of the mean-field theory for probabilists. Bernoulli 5 (1999) 3-48. | MR 1673235 | Zbl 0930.60096
.[3] The standard additive coalescent. Ann. Probab. 26 (1998) 1703-1726. | MR 1675063 | Zbl 0936.60064
and .[4] Lévy Processes. Cambridge Tracts in Mathematics 121. Cambridge Univ. Press, Cambridge, 1996. | MR 1406564 | Zbl 0861.60003
.[5] Homogeneous fragmentation processes. Probab. Theory Related Fields 121 (2001) 301-318. | MR 1867425 | Zbl 0992.60076
.[6] Self-similar fragmentations. Ann. Inst. H. Poincaré Probab. Statist. 38 (2002) 319-340. | Numdam | MR 1899456 | Zbl 1002.60072
.[7] Random Fragmentation and Coagulation Processes. Cambridge Studies in Advanced Mathematics 102. Cambridge Univ. Press, Cambridge, 2006. | MR 2253162 | Zbl 1107.60002
.[8] Path transformations connecting Brownian bridge, excursion and meander. Bull. Sci. Math. 118 (1994) 147-166. | MR 1268525 | Zbl 0805.60076
and .[9] The entrance laws of self-similar Markov processes and exponential functionals of Lévy processes. Potential Anal. 17 (2002) 389-400. | MR 1918243 | Zbl 1004.60046
and .[10] Exponential functionals of Lévy processes. Probab. Surv. 2 (2005) 191-212 (electronic). | MR 2178044
and .[11] Relations entre pont et excursion du mouvement brownien réel. Ann. Inst. H. Poincaré Probab. Statist. 22 (1986) 1-7. | Numdam | MR 838369 | Zbl 0596.60079
.[12] Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excursions. Bull. Amer. Math. Soc. (N.S.) 38 (2001) 435-465 (electronic). | MR 1848256 | Zbl 1040.11061
, and .[13] Conditioned stable Lévy processes and Lamperti representation. Technical Report PMA-1066, Laboratoire de Probabilités et Modèles Aléatoires, 2006. | MR 2274630
and .[14] Conditionings and path decompositions for Lévy processes. Stochastic Process. Appl. 64 (1996) 39-54. | MR 1419491 | Zbl 0879.60072
.[15] Excursion normalisée, méandre et pont pour les processus de Lévy stables. Bull. Sci. Math. 121 (1997) 377-403. | MR 1465814 | Zbl 0882.60074
.[16] Coagulation-fragmentation duality, Poisson-Dirichlet distributions and random recursive trees. Ann. Appl. Probab. 16 (2006) 1733-1750. | MR 2288702 | Zbl 1123.60061
, and .[17] Random trees, Lévy processes and spatial branching processes. Astérisque 281 (2002) 1-147. | MR 1954248 | Zbl 1037.60074
and .[18] Probabilistic and fractal aspects of Lévy trees. Probab. Theory Related Fields 131 (2005) 553-603. | MR 2147221 | Zbl 1070.60076
and .[19] Markovian bridges: Construction, Palm interpretation, and splicing. In Seminar on Stochastic Processes, 1992 (Seattle, WA, 1992) 101-134. Progr. Probab. 33. Birkhäuser Boston, Boston, MA, 1993. | MR 1278079 | Zbl 0844.60054
, and .[20] Equilibrium for fragmentation with immigration. Ann. Appl. Probab. 15 (2005) 1958-1996. | MR 2152250 | Zbl 1093.60050
.[21] Spinal partitions and invariance under re-rooting of continuum random trees. Ann. Probab. (2009). To appear. Available at arXiv:0705.3602v1. | MR 2546748 | Zbl 1181.60128
, and .[22] Semi-martingales et grossissement d'une filtration. Lecture Notes in Mathematics 833. Springer, Berlin, 1980. | MR 604176 | Zbl 0444.60002
.[23] Semi-stable Markov processes. I. Z. Wahrsch. Verw. Gebiete 22 (1972) 205-225. | MR 307358 | Zbl 0274.60052
.[24] Random real trees. Probab. Surv. 2 (2005) 245-311. | MR 2203728
.[25] Branching processes in Lévy processes: The exploration process. Ann. Probab. 26 (1998) 213-252. | MR 1617047 | Zbl 0948.60071
and .[26] Self-similar fragmentations derived from the stable tree. I. Splitting at heights. Probab. Theory Related Fields 127 (2003) 423-454. | MR 2018924 | Zbl 1042.60043
.[27] Self-similar fragmentations derived from the stable tree. II. Splitting at nodes. Probab. Theory Related Fields 131 (2005) 341-375. | MR 2123249 | Zbl 1071.60065
.[28] Size-biased sampling of Poisson point processes and excursions. Probab. Theory Related Fields 92 (1992) 21-39. | MR 1156448 | Zbl 0741.60037
, and .[29] The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator. Ann. Probab. 25 (1997) 855-900. | MR 1434129 | Zbl 0880.60076
and .[30] Infinitely divisible laws associated with hyperbolic functions. Canad. J. Math. 55 (2003) 292-330. | MR 1969794 | Zbl 1039.11054
and .[31] Continuous Martingales and Brownian Motion, 3rd edition. 293 Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences]. Springer, Berlin, 1999. | MR 1725357 | Zbl 0917.60006
and .[32] Classification of coharmonic and coinvariant functions for a Lévy process. Ann. Probab. 8 (1980) 539-575. | MR 573292 | Zbl 0459.60063
.[33] A relation between Brownian bridge and Brownian excursion. Ann. Probab. 7 (1979) 143-149. | MR 515820 | Zbl 0392.60058
.[34] Sample function behavior of increasing processes of class L. Probab. Theory Related Fields 104 (1996) 349-374. | MR 1376342 | Zbl 0849.60036
.