The area of a self-similar fragmentation
Probability
2011-01-21 v1
Abstract
We consider the area of a self-similar fragmentation process with negative index. We characterize the law of by an integro-differential equation. The latter may be viewed as the infinitesimal version of a recursive distribution equation that arises naturally in this setting. In the case of binary splitting, this yields a recursive formula for the entire moments of which generalizes known results for the area of the Brownian excursion.
Keywords
Cite
@article{arxiv.1101.3965,
title = {The area of a self-similar fragmentation},
author = {Jean Bertoin},
journal= {arXiv preprint arXiv:1101.3965},
year = {2011}
}