Université Paris 6
Pierre et Marie Curie
Université Paris 7
Denis Diderot

CNRS U.M.R. 7599
``Probabilités et Modèles Aléatoires''

Additive martingales and probability tilting for homogeneous fragmentations

Auteur(s):

Code(s) de Classification MSC:

Résumé: Homogeneous fragmentations describe the evolution of a mass that breaks down into pieces as time passes. They can be thought of as continuous time analogs of branching random walks. Using Kingman's representation of exchangeable partitions of $\N$, we adapt to fragmentations the method of probability tilting of Lyons, Pemantle and Peres. Some applications to the asymptotic behavior of the fragmentation are derived.

Mots Clés: Fragmentation ; branching random walk ; probability tilting ; convergence of martingales

Date: 2003-03-18

Prépublication numéro: PMA-808