Open Access
February 2010 Strong law of large numbers for fragmentation processes
S. C. Harris, R. Knobloch, A. E. Kyprianou
Ann. Inst. H. Poincaré Probab. Statist. 46(1): 119-134 (February 2010). DOI: 10.1214/09-AIHP311

Abstract

In the spirit of a classical result for Crump–Mode–Jagers processes, we prove a strong law of large numbers for fragmentation processes. Specifically, for self-similar fragmentation processes, including homogenous processes, we prove the almost sure convergence of an empirical measure associated with the stopping line corresponding to first fragments of size strictly smaller than η for 1≥η>0.

Dans l’esprit d’un résultat classique concernant les processus de Crump–Mode–Jagers, nous démontrons une loi forte des grands nombres pour des processus de fragmentation. Plus précisément, pour des processus auto-similaires de fragmentation, incluant les processus homogènes, nous prouvons la convergence presque sûre de la mesure empirique associée à la ligne d’arrêt correspondant aux premiers fragments de taille strictement plus petite qu’un η dans (0, 1].

Citation

Download Citation

S. C. Harris. R. Knobloch. A. E. Kyprianou. "Strong law of large numbers for fragmentation processes." Ann. Inst. H. Poincaré Probab. Statist. 46 (1) 119 - 134, February 2010. https://doi.org/10.1214/09-AIHP311

Information

Published: February 2010
First available in Project Euclid: 1 March 2010

zbMATH: 1195.60046
MathSciNet: MR2641773
Digital Object Identifier: 10.1214/09-AIHP311

Subjects:
Primary: 60G09 , 60J25

Keywords: Additive martingales , Fragmentation processes , Strong law of large numbers

Rights: Copyright © 2010 Institut Henri Poincaré

Vol.46 • No. 1 • February 2010
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