Okounkov bodies of filtered linear series

We associate to a filtration of a graded linear series of a big line bundle a concave function on the Okounkov body whose law with respect to Lebesgue's measure describes the asymptotic distribution of the jumps of the filtration. As a consequence we obtain a Fujita-type approximation theorem in this general filtered setting. We then specialize these results to filtrations by minima in the usual context of Arakelov geometry, thereby obtaining in a simple way a natural construction of an arithmetic Okounkov body, the existence of the arithmetic volume as a limit and the arithmetic Fujita approximation theorem for adelically normed graded linear series. We also obtain by a variant of this construction a short proof of the existence of the sectional capacity.