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Pré-Publication, Document De Travail Année : 2005

Fragmentation associated to Levy processes using snake

Résumé

We consider the height process of a Levy process with no negative jumps, and its associated continuous tree representation. Using Levy snake tools developed by Duquesne and 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 interesting in itself.
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Dates et versions

hal-00014673 , version 1 (29-11-2005)
hal-00014673 , version 2 (07-03-2007)

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Romain Abraham, Jean-François Delmas. Fragmentation associated to Levy processes using snake. 2005. ⟨hal-00014673v1⟩

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