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

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

Entrance from 0+ for increasing semi-stable Markov processes

Auteur(s):

Code(s) de Classification MSC:

Résumé: We consider increasing semi-stable Markov processes started from $x>0$ and specify their asymptotic behavior in law as $x\to0+$. This can be viewed as an extension of a result of Brennan and Durrett on the asymptotic size of a particle undergoing certain random splitting.

Mots Clés: Semi-stable Markov process ; subordinator ; entrance boundary ; fragmentation

Date: 2000-11-08

Prépublication numéro: PMA-619