Fragmentation associated to Levy processes using snake

Romain Abraham, Jean-Francois Delmas

Published 2005-11-29Version 1

We consider the height process of a Levy process with no negative jumps, and its associated continuous tree representation. Using Levy snake tools developed by Duquesne and Le Gall, with an underlying Poisson process, we construct a fragmentation process, which in the stable case corresponds to the self-similar fragmentation described by Miermont. For the general fragmentation process we compute a family of dislocation measures as well as the law of the size of a tagged fragment. We also give a special Markov property for the snake which is interesting in itself.