English

Tail asymptotics for extinction times of self-similar fragmentations

Probability 2021-11-16 v1

Abstract

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 moments of the largest fragment and compare it to the behavior of the 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 large-time behavior of the tail distribution of the height - such as the stable L\'evy 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.

Keywords

Cite

@article{arxiv.2111.07757,
  title  = {Tail asymptotics for extinction times of self-similar fragmentations},
  author = {Bénédicte Haas},
  journal= {arXiv preprint arXiv:2111.07757},
  year   = {2021}
}