用户名: 密码: 验证码:
The Largest Fragment of a Homogeneous Fragmentation Process
详细信息    查看全文
  • 作者:Andreas Kyprianou ; Francis Lane ; Peter Mörters
  • 刊名:Journal of Statistical Physics
  • 出版年:2017
  • 出版时间:March 2017
  • 年:2017
  • 卷:166
  • 期:5
  • 页码:1226-1246
  • 全文大小:
  • 刊物类别:Physics and Astronomy
  • 刊物主题:Statistical Physics and Dynamical Systems; Theoretical, Mathematical and Computational Physics; Physical Chemistry; Quantum Physics;
  • 出版者:Springer US
  • ISSN:1572-9613
  • 卷排序:166
文摘
We show that in homogeneous fragmentation processes the largest fragment at time t has size $$\begin{aligned} e^{-t \Phi '(\overline{p})}t^{-\frac{3}{2} (\log \Phi )'(\overline{p})+o(1)}, \end{aligned}$$where \(\Phi \) is the Lévy exponent of the fragmentation process, and \(\overline{p}\) is the unique solution of the equation \((\log \Phi )'(\bar{p})=\frac{1}{1+\bar{p}}\). We argue that this result is in line with predictions arising from the classification of homogeneous fragmentation processes as logarithmically correlated random fields.References1.Addario-Berry, L., Reed, B.: Minima in branching random walks. Ann. Probab. 37(3), 1044–1079 (2009)MathSciNetCrossRefMATHGoogle Scholar2.Aïdékon, E.: Convergence in law of the minimum of a branching random walk. Ann. Probab. 41(3A), 1362–1426 (2013)MathSciNetCrossRefMATHGoogle Scholar3.Aïdékon, E.: The extrenal process in nested conformal loops. Preprint (2015)4.Aïdékon, E., Shi, Z.: Weak convergence for the minimal position in a branching random walk: a simple proof. Period. Math. Hung. 61(1–2), 43–54 (2010)MathSciNetCrossRefMATHGoogle Scholar5.Arguin, L.-P.: Extrema of log-correlated random variables: principles and examples. Lecture Notes. arXiv:1601.00582 (2016)6.Arguin, L.-P., Bovier, A., Kistler, N.: The extremal process of branching Brownian motion. Probab. Theory Related Fields 157(3–4), 535–574 (2013)MathSciNetCrossRefMATHGoogle Scholar7.Basdevant, A.L.: Fragmentation of ordered partitions and intervals. Electron. J. Probab. 11(16), 394–417 (2006)MathSciNetCrossRefMATHGoogle Scholar8.Berestycki, J.: Multifractal spectra of fragmentation processes. J. Stat. Phys. 113, 411–430 (2003)MathSciNetCrossRefMATHGoogle Scholar9.Bertoin, J.: Lévy Processes. Cambridge Tracts in Mathematics, vol. 121. Cambridge University Press, Cambridge (1996)MATHGoogle Scholar10.Bertoin, J.: Self-similar fragmentations. Ann. Inst. H. Poincaré Probab. Stat. 38(3), 319–340 (2002)ADSMathSciNetCrossRefMATHGoogle Scholar11.Bertoin, J.: The asymptotic behavior of fragmentation processes. J. Eur. Math. Soc. 5(4), 395–416 (2003)MathSciNetCrossRefMATHGoogle Scholar12.Bertoin, J., Rouault, A.: Discretization methods for homogeneous fragmentations. J. Lond. Math. Soc. 72(1), 91–109 (2005)MathSciNetCrossRefMATHGoogle Scholar13.Bramson, M.: Maximal displacement of branching Brownian motion. Commun. Pure Appl. Math. 31(5), 531–581 (1978)MathSciNetCrossRefMATHGoogle Scholar14.Bramson, M.: Convergence of solutions of the Kolmogorov equation to travelling waves. Mem. Am. Math. Soc. 44(285), iv+190 (1983)15.Bramson, M., Ding, J., Zeitouni, O.: Convergence in law of the maximum of the two-dimensional discrete gaussian free field. Commun. Pure Appl. Math. 69(1), 62–123 (2016)MathSciNetCrossRefMATHGoogle Scholar16.Bramson, M., Zeitouni, O.: Tightness of the recentered maximum of the two-dimensional discrete Gaussian free field. Commun. Pure Appl. Math. 65(1), 1–20 (2012)MathSciNetCrossRefMATHGoogle Scholar17.Daviaud, O.: Extremes of the discrete two-dimensional Gaussian free field. Ann. Probab. 34(3), 962–986 (2006)MathSciNetCrossRefMATHGoogle Scholar18.Fyodorov, Y.V., Giraud, O.: High values of disorder-generated multifractals and logarithmically correlated processes. Chaos Solitons Fractals 74, 15–26 (2015)ADSMathSciNetCrossRefMATHGoogle Scholar19.Fyodorov, Y.V., Hiary, G.A., Keating, J.P.: Freezing transition, characteristic polynomials of random matrices, and the Riemann zeta function. Phys. Rev. Lett. 108, 170601 (2012)ADSCrossRefGoogle Scholar20.Fyodorov, Y.V., Keating, J.P.: Freezing transitions and extreme values: random matrix theory, and disordered landscapes. Philos. Trans. R. Soc. Lond. Ser. A 372, 20120503 (2014)ADSMathSciNetCrossRefMATHGoogle Scholar21.Fyodorov, Y.V., Le Doussal, P., Rosso, A.: Statistical mechanics of logarithmic REM: duality, freezing and extreme value statistics of \(1/f\) noises generated by Gaussian free fields. J. Stat. Mech. Theory Exp. 10, P10005 (2009)MathSciNetCrossRefGoogle Scholar22.Fyodorov, Y.V., Le Doussal, P., Rosso, A.: Counting function fluctuations and extreme value threshold in multifractal patterns: the case study of an ideal \(1/f\) noise. J. Stat. Phys. 149(5), 898–920 (2012)ADSMathSciNetCrossRefMATHGoogle Scholar23.Hall, W.J.: On Wald’s equations in continuous time. J. Appl. Probab. 7, 59–68 (1970)MathSciNetCrossRefMATHGoogle Scholar24.Krell, N.: Multifractal spectra and precise rates of decay in homogeneous fragmentation. Stoch. Process. Appl. 118, 897–916 (2008)MathSciNetCrossRefMATHGoogle Scholar25.Kyprianou, A.E.: Fluctuations of Lévy Processes with Applications, 2nd edn. Springer, Heidelberg (2014)CrossRefMATHGoogle Scholar26.Madaule, T.: Maximum of a log-correlated Gaussian field. Annales de Institut Henri Poincaré 51, 1369–1431 (2015)ADSMathSciNetCrossRefMATHGoogle Scholar27.Mörters, P.: Why study multifractal spectra? In: Blath, J., Mörters, P., Scheutzow, M. (eds.) Trends in Stochastic Analysis: A Festschrift in Honour of Heinrich v. Weizsäcker, pp. 99–120. Cambridge University Press, Cambridge (2009)CrossRefGoogle Scholar28.Newman, D.J., Weissblum, W.E., Golomb, M., Gould, S.H., Anderson, R.D., Fine, N.J.: Property of an open, unbounded set. Am. Math. Mon. 62(10), 738 (1955)CrossRefGoogle Scholar29.Rhodes, R., Vargas, V.: Gaussian multiplicative choaos and applications: a review. Probab. Surv. 11, 315–392 (2014)MathSciNetCrossRefMATHGoogle Scholar30.Roberts, M.I.: A simple path to asymptotics for the frontier of a branching Brownian motion. Ann. Probab. 41(5), 3518–3541 (2013)MathSciNetCrossRefMATHGoogle ScholarCopyright information© Springer Science+Business Media New York 2017Authors and AffiliationsAndreas Kyprianou1Francis Lane1Peter Mörters1Email authorView author's OrcID profile1.Department of Mathematical SciencesUniversity of BathBathUK About this article CrossMark Publisher Name Springer US Print ISSN 0022-4715 Online ISSN 1572-9613 About this journal Reprints and Permissions Article actions Export citation .RIS Papers Reference Manager RefWorks Zotero .ENW EndNote .BIB BibTeX JabRef Mendeley Share article Email Facebook Twitter LinkedIn Cookies We use cookies to improve your experience with our site. More information Accept Over 10 million scientific documents at your fingertips

© 2004-2018 中国地质图书馆版权所有 京ICP备05064691号 京公网安备11010802017129号

地址:北京市海淀区学院路29号 邮编:100083

电话:办公室:(+86 10)66554848;文献借阅、咨询服务、科技查新:66554700