Loss of mass in deterministic and random fragmentations
Haas, Bénédicte (2003), Loss of mass in deterministic and random fragmentations, Stochastic Processes and their Applications, 106, 2, p. 247-277. http://dx.doi.org/10.1016/S0304-4149(03)00045-0
TypeArticle accepté pour publication ou publié
Journal nameStochastic Processes and their Applications
MetadataShow full item record
Abstract (EN)We consider a linear rate equation, depending on three parameters, that model fragmentation. For each of these fragmentation equations, there is a corresponding stochastic model, from which we construct an explicit solution to the equation. This solution is proved unique. We then use this solution to obtain criteria for the presence or absence of loss of mass in the fragmentation equation, as a function of the equation parameters. Next, we investigate small and large times asymptotic behavior of the total mass for a wide class of parameters. Finally, we study the loss of mass in the stochastic models.
Subjects / KeywordsExponential functional; Probabilités
Showing items related by title and author.
Winkel, Matthias; Pitman, Jim; Miermont, Grégory; Haas, Bénédicte (2008-09) Article accepté pour publication ou publié