Strong law of large numbers for fragmentation processes
Reference:
Harris, S. C., Knobloch, R. and Kyprianou, A. E., 2010. Strong law of large numbers for fragmentation processes. Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, 46 (1), pp. 119-134.
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Official URL:
http://dx.doi.org/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 eta for 1 > eta > 0.
Details
| Item Type | Articles |
| Creators | Harris, S. C., Knobloch, R. and Kyprianou, A. E. |
| DOI | 10.1214/09-aihp311 |
| Uncontrolled Keywords | strong law of large numbers, fragmentation processes, additive martingales |
| Departments | Faculty of Science > Mathematical Sciences |
| Refereed | Yes |
| Status | Published |
| ID Code | 21610 |
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