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Limit theorems for fragmentation processes with immigration

2012/04/23 by Robert Knobloch, Knobloch, Robert
Mathematics · #60F15 #60J25 #FOS: Mathematics #Probability (math.PR) #math.PR #msc:60F15 #msc:60J25

paper · pdf · doi:10.48550/arxiv.1204.5142

arxiv created 2012/04/23 · arxiv updated 2012/04/24

Abstract

In this paper we extend two limit theorems which were recently obtained for fragmentation processes to such processes with immigration. More precisely, in the setting with immigration we consider a limit theorem for the process counted with a random characteristic as well as the asymptotic behaviour of an empirical measure associated with the stopping line corresponding to the first blocks, in their respective line of descent, that are smaller than a given size. In addition, we determine the asymptotic decay rate of the size of the largest block in a homogeneous fragmentation process with immigration. The techniques used to proves these results are based on submartingale arguments.

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