Tail asymptotics for extinction times of self-similar fragmentations

被引:0
作者
Haas, Benedicte [1 ]
机构
[1] Univ Sorbonne Paris Nord, LAGA, CNRS, UMR 7539, F-93430 Villetaneuse, France
来源
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES | 2023年 / 59卷 / 03期
关键词
Self-similar fragmentations; Extinction time; Tail behavior; Random real trees; MARKOV BRANCHING TREES; EXPONENTIAL FUNCTIONALS; SCALING LIMITS; LEVY PROCESSES; GALTON-WATSON; BEHAVIOR;
D O I
10.1214/22-AIHP1306
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We provide the exact large-time behavior of the tail distribution of the extinction time of a self-similar fragmentation process with a negative index of self-similarity, improving thus a previous result on the logarithmic asymptotic behavior of this tail. Two factors influence this behavior: the distribution of the largest fragment at the time of a dislocation and the index of self-similarity. As an application we obtain the asymptotic behavior of all positive moments of the largest fragment and compare it to the behavior of the positive moments of a tagged fragment, whose decrease is in general significantly slower. We illustrate our results on several examples, including fragmentations related to random real trees - for which we thus obtain the asymptotic behavior of the tail distribution of the height - such as the stable Levy trees of Duquesne, Le Gall and Le Jan (including the Brownian tree of Aldous), the alpha-model of Ford and the beta-splitting model of Aldous.
引用
收藏
页码:1722 / 1743
页数:22
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