Fragmentation associated to Levy processes using snake
Romain Abraham, Jean-Francois Delmas
Abstract
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.
Create a lesson
Related papers
Distribution-constrained optimal multiple stopping: the Root-type solution
Shuoqing Deng, Daxin Huang
Universality and sharp thresholds for ellipsoid fitting
Frederic Koehler, Youngtak Sohn
Local Laws and Edge Universality for Noncentral Sample Covariance Matrices
Can Hu, Jiang Hu, Zhidong Bai
Well-posedness and regularity of stochastic heat equations on moving domains
Chongyang Ren, Tusheng Zhang
Traveling Waves in Equity Markets with Rank-Based Entry and Exit
Graeme Baker, Caroline Smyth
An approximate zero bias transformation for random sums: Applications to sampling with outliers, auto insurance, and generative AI
Wasamon Jantai, Nathakhun Wiroonsri