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The fragmentation process of an infinite recursive tree and Ornstein-Uhlenbeck type processes (1501.01400v1)

Published 7 Jan 2015 in math.PR

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 $\Pi$(t) of N into blocks of connected vertices. Despite the lack of exchangeability, just like for an exchangeable fragmentation process, the process $\Pi$ 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 $\Pi$(t). We study the process of these weights and point at connections with Ornstein-Uhlenbeck type processes.

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