Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

Behavior near the extinction time in self-similar fragmentations I: The stable case

Christina Goldschmidt and Bénédicte Haas

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Abstract

The stable fragmentation with index of self-similarity α∈[−1/2, 0) is derived by looking at the masses of the subtrees formed by discarding the parts of a (1+α)−1–stable continuum random tree below height t, for t≥0. We give a detailed limiting description of the distribution of such a fragmentation, (F(t), t≥0), as it approaches its time of extinction, ζ. In particular, we show that t1/αF((ζt)+) converges in distribution as t→0 to a non-trivial limit. In order to prove this, we go further and describe the limiting behavior of (a) an excursion of the stable height process (conditioned to have length 1) as it approaches its maximum; (b) the collection of open intervals where the excursion is above a certain level; and (c) the ranked sequence of lengths of these intervals. Our principal tool is excursion theory. We also consider the last fragment to disappear and show that, with the same time and space scalings, it has a limiting distribution given in terms of a certain size-biased version of the law of ζ.

In addition, we prove that the logarithms of the sizes of the largest fragment and last fragment to disappear, at time (ζt)+, rescaled by log(t), converge almost surely to the constant −1/α as t→0.

Résumé

La fragmentation stable d’incice α∈[−1/2, 0) est construite à partir des masses des sous-arbres de l’arbre continu aléatoire stable d’indice (1+α)−1 obtenus en ne gardant que les feuilles situées à une hauteur supérieure à t, pour t≥0. Nous donnons une description détaillée du comportement asymptotique d’une telle fragmentation, (F(t), t≥0), au voisinage de son point d’extinction, ζ. En particulier, nous montrons que t1/αF((ζt)+) converge en loi lorsque t→0 vers une limite non triviale. Pour obtenir ce résultat, nous allons plus loin et décrivons le comportement asymptotique en loi, après normalisation, (a) d’une excursion du processus de hauteur stable (conditionnée à avoir une longueur 1) au voisinage de son maximum; (b) des intervalles ouverts où l’excursion est au-dessus d’un certain niveau; et (c) de la suite décroissante des longueurs de ces intervalles. Notre outil principal est la théorie des excursions. Nous nous intéressons également au dernier fragment à disparaître et montrons, qu’avec les mêmes normalisations en temps et espace, la masse de ce fragment a une distribution limite construite à partir d’une certaine version biaisée de ζ.

Enfin, nous montrons que les logarithmes des masses du plus gros fragment et du dernier fragment à disparaître, au temps (ζt)+, divisés par log(t), convergent presque sûrement vers la constante −1/α lorsque t→0.

Article information

Source
Ann. Inst. H. Poincaré Probab. Statist. Volume 46, Number 2 (2010), 338-368.

Dates
First available in Project Euclid: 11 May 2010

Permanent link to this document
https://projecteuclid.org/euclid.aihp/1273584127

Digital Object Identifier
doi:10.1214/09-AIHP317

Mathematical Reviews number (MathSciNet)
MR2667702

Zentralblatt MATH identifier
1214.60012

Subjects
Primary: 60G18: Self-similar processes 60G52: Stable processes 60J25: Continuous-time Markov processes on general state spaces

Keywords
Stable Lévy processes Height processes Self-similar fragmentations Extinction time Scaling limits

Citation

Goldschmidt, Christina; Haas, Bénédicte. Behavior near the extinction time in self-similar fragmentations I: The stable case. Ann. Inst. H. Poincaré Probab. Statist. 46 (2010), no. 2, 338--368. doi:10.1214/09-AIHP317. https://projecteuclid.org/euclid.aihp/1273584127


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