Discretization methods for homogeneous fragmentations

Details Discretization methods for homogeneous fragmentations Discretization methods for homogeneous fragmentations

2004-09-28

arxiv.org/abs/math/0409545v1

Journal of the London Mathematical Society, Volume 72, Issue 01, ao\^ut 2005

Mathematics

Probability

21 pages

Scientific paper

10.1112/S0024610705006423

Homogeneous fragmentations describe the evolution of a unit mass that breaks down randomly into pieces as time passes. They can be thought of as continuous time analogs of a certain type of branching random walks, which suggests the use of time-discretization to shift known results from the theory of branching random walks to the fragmentation setting. In particular, this yields interesting information about the asymptotic behaviour of fragmentations. On the other hand, homogeneous fragmentations can also be investigated using a powerful technique of discretization of space due to Kingman, namely, the theory of exchangeable partitions of $\N$. Spatial discretization is especially well-suited to develop directly for continuous times the conceptual method of probability tilting of Lyons, Pemantle and Peres.

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