Title of article :
Martingales and rates of presence in homogeneous fragmentations
Author/Authors :
Krell، نويسنده , , N. and Rouault، نويسنده , , A.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2011
Abstract :
The main focus of this work is the asymptotic behavior of mass-conservative homogeneous fragmentations. Considering the logarithm of masses makes the situation reminiscent of branching random walks. The standard approach is to study asymptotical exponential rates (Berestycki (2003) [3], Bertoin and Rouault (2005) [12]). For fixed v > 0 , either the number of fragments whose sizes at time t are of order e − v t is exponentially growing with rate C ( v ) > 0 , i.e. the rate is effective, or the probability of the presence of such fragments is exponentially decreasing with rate C ( v ) < 0 , for some concave function C . In a recent paper (Krell (2008) [21]), N. Krell considered fragments whose sizes decrease at exact exponential rates, i.e. whose sizes are confined to be of order e − v s for every s ≤ t . In that setting, she characterized the effective rates. In the present paper we continue this analysis and focus on the probabilities of presence, using the spine method and a suitable martingale. For the sake of completeness, we compare our results with those obtained in the standard approach ([3,12]).
Keywords :
martingales , Lévy process , Probability tilting , fragmentation
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications