English

The fragmentation process of an infinite recursive tree and Ornstein-Uhlenbeck type processes

Probability 2015-01-08 v1

Abstract

We consider a natural destruction process of an infinite recursive tree by removing each edge after an independent exponential time. The destruction up to time t is encoded by a partition Π\Pi(t) of N into blocks of connected vertices. Despite the lack of exchangeability, just like for an exchangeable fragmentation process, the process Π\Pi is Markovian with transitions determined by a splitting rates measure r. However, somewhat surprisingly, r fails to fulfill the usual integrability condition for the dislocation measure of exchangeable fragmentations. We further observe that a time-dependent normalization enables us to define the weights of the blocks of Π\Pi(t). We study the process of these weights and point at connections with Ornstein-Uhlenbeck type processes.

Keywords

Cite

@article{arxiv.1501.01400,
  title  = {The fragmentation process of an infinite recursive tree and Ornstein-Uhlenbeck type processes},
  author = {Erich Baur and Jean Bertoin},
  journal= {arXiv preprint arXiv:1501.01400},
  year   = {2015}
}