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Fragmentation Processes with an Initial Mass Converging to Infinity

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  • Bénédicte Haas

    (CEREMADE, Université Paris-Dauphine)

Abstract

We consider a family of fragmentation processes where the rate at which a particle splits is proportional to a function of its mass. Let F 1 (m) (t),F 2 (m) (t),… denote the decreasing rearrangement of the masses present at time t in a such process, starting from an initial mass m. Let then m→∞. Under an assumption of regular variation type on the dynamics of the fragmentation, we prove that the sequence (F 2 (m) ,F 3 (m) ,…) converges in distribution, with respect to the Skorohod topology, to a fragmentation with immigration process. This holds jointly with the convergence of m−F 1 (m) to a stable subordinator. A continuum random tree counterpart of this result is also given: the continuum random tree describing the genealogy of a self-similar fragmentation satisfying the required assumption and starting from a mass converging to ∞ will converge to a tree with a spine coding a fragmentation with immigration.

Suggested Citation

  • Bénédicte Haas, 2007. "Fragmentation Processes with an Initial Mass Converging to Infinity," Journal of Theoretical Probability, Springer, vol. 20(4), pages 721-758, December.
  • Handle: RePEc:spr:jotpro:v:20:y:2007:i:4:d:10.1007_s10959-007-0120-z
    DOI: 10.1007/s10959-007-0120-z
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    References listed on IDEAS

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    1. Haas, Bénédicte, 2003. "Loss of mass in deterministic and random fragmentations," Stochastic Processes and their Applications, Elsevier, vol. 106(2), pages 245-277, August.
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