Mathematics – Probability
Scientific paper
2006-04-25
ESAIM: P&S, July 2002, Vol. 6, pp. 157-175
Mathematics
Probability
31 pages
Scientific paper
10.1051/ps:2002009
In this paper we define and study self-similar ranked fragmentations. We first show that any ranked fragmentation is the image of some partition-valued fragmentation, and that there is in fact a one-to-one correspondence between the laws of these two types of fragmentations. We then give an explicit construction of homogeneous ranked fragmentations in terms of Poisson point processes. Finally we use this construction and classical results on records of Poisson point processes to study the small-time behavior of a ranked fragmentation.
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