Martingales and Rates of Presence in Homogeneous Fragmentations

Details Martingales and Rates of Presence in Homogeneous Fragmentations Martingales and Rates of Presence in Homogeneous Fragmentations

2009-04-07

arxiv.org/abs/0904.1167v3

Mathematics

Probability

In this version, we correct a misprint in Assumption A from the previous one

Scientific paper

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 {\bf asymptotical} exponential rates. For fixed $v > 0$, either the number of fragments whose sizes at time $t$ are of order $\e^{-vt}$ is exponentially growing with rate $C(v) > 0$, i.e. the rate is effective, or the probability of presence of such fragments is exponentially decreasing with rate $C(v) < 0$, for some concave function $C$. In a recent paper, N. Krell considered fragments whose sizes decrease at {\bf exact} exponential rates, i.e. whose sizes are confined to be of order $\e^{-vs}$ for every $s \leq t$. In that setting, she characterized the effective rates. In the present paper we continue this analysis and focus on probabilities of presence, using the spine method and a suitable martingale.

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