arXiv Analytics

Sign in

arXiv:2312.01952 [math.PR]AbstractReferencesReviewsResources

Fragmentation processes and the convex hull of the Brownian motion in a disk

Bénédicte Haas, Bastien Mallein

Published 2023-12-04Version 1

Motivated by the study of the convex hull of the trajectory of a Brownian motion in the unit disk reflected orthogonally at its boundary, we study inhomogeneous fragmentation processes in which particles of mass $m \in (0,1)$ split at a rate proportional to $|\log m|^{-1}$. These processes do not belong to the well-studied family of self-similar fragmentation processes. Our main results characterize the Laplace transform of the typical fragment of such a process, at any time, and its large time behavior. We connect this asymptotic behavior to the prediction obtained by physicists in \cite{DBBM22} for the growth of the perimeter of the convex hull of a Brownian motion in the disc reflected at its boundary. We also describe the large time asymptotic behavior of the whole fragmentation process. In order to implement our results, we make a detailed study of a time-changed subordinator, which may be of independent interest.

Related articles: Most relevant | Search more
arXiv:0805.4618 [math.PR] (Published 2008-05-29)
On the first passage time for Brownian motion subordinated by a Levy process
arXiv:0802.1152 [math.PR] (Published 2008-02-08, updated 2009-12-09)
Hiding a drift
arXiv:math/0308193 [math.PR] (Published 2003-08-20)
A central limit theorem for Gibbs measures relative to Brownian motion