A growth-fragmentation model related to Ornstein-Uhlenbeck type processes

被引:1
作者
Shi, Quan [1 ]
机构
[1] Univ Oxford, Oxford OX1 3LB, England
来源
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES | 2020年 / 56卷 / 01期
基金
瑞士国家科学基金会;
关键词
Growth-fragmentation; Ornstein-Uhlenbeck type process; Branching particle system; Law of large numbers; CONVERGENCE; MARTINGALES;
D O I
10.1214/19-AIHP974
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
Growth-fragmentation processes describe systems of particles in which each particle may grow larger or smaller, and divide into smaller ones as time proceeds. Unlike previous studies, which have focused mainly on the self-similar case, we introduce a new type of growth-fragmentation which is closely related to Levy driven Ornstein-Uhlenbeck type processes. Our model can be viewed as a generalization of compensated fragmentation processes introduced by Bertoin, or the stochastic counterpart of a family of growth-fragmentation equations. We establish a convergence criterion for a sequence of such growth-fragmentations. We also prove that, under certain conditions, this system fulfills a law of large numbers.
引用
收藏
页码:580 / 611
页数:32
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