Dans l'esprit d'un résultat classique concernant les processus de Crump-Mode-Jagers, nous démontrons une loi forte des grands nombres pour des processus de fragmentation. Plus précisément, pour des processus auto-similaires de fragmentation, incluant les processus homogènes, nous prouvons la convergence presque sûre de la mesure empirique associée à la ligne d'arrêt correspondant aux premiers fragments de taille strictement plus petite qu'un η dans (0, 1].
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 η for 1≥η>0.
Mots clés : fragmentation processes, strong law of large numbers, additive martingales
@article{AIHPB_2010__46_1_119_0, author = {Harris, S. C. and Knobloch, R. and Kyprianou, A. E.}, title = {Strong law of large numbers for fragmentation processes}, journal = {Annales de l'I.H.P. Probabilit\'es et statistiques}, pages = {119--134}, publisher = {Gauthier-Villars}, volume = {46}, number = {1}, year = {2010}, doi = {10.1214/09-AIHP311}, mrnumber = {2641773}, zbl = {1195.60046}, language = {en}, url = {http://archive.numdam.org/articles/10.1214/09-AIHP311/} }
TY - JOUR AU - Harris, S. C. AU - Knobloch, R. AU - Kyprianou, A. E. TI - Strong law of large numbers for fragmentation processes JO - Annales de l'I.H.P. Probabilités et statistiques PY - 2010 SP - 119 EP - 134 VL - 46 IS - 1 PB - Gauthier-Villars UR - http://archive.numdam.org/articles/10.1214/09-AIHP311/ DO - 10.1214/09-AIHP311 LA - en ID - AIHPB_2010__46_1_119_0 ER -
%0 Journal Article %A Harris, S. C. %A Knobloch, R. %A Kyprianou, A. E. %T Strong law of large numbers for fragmentation processes %J Annales de l'I.H.P. Probabilités et statistiques %D 2010 %P 119-134 %V 46 %N 1 %I Gauthier-Villars %U http://archive.numdam.org/articles/10.1214/09-AIHP311/ %R 10.1214/09-AIHP311 %G en %F AIHPB_2010__46_1_119_0
Harris, S. C.; Knobloch, R.; Kyprianou, A. E. Strong law of large numbers for fragmentation processes. Annales de l'I.H.P. Probabilités et statistiques, Tome 46 (2010) no. 1, pp. 119-134. doi : 10.1214/09-AIHP311. http://archive.numdam.org/articles/10.1214/09-AIHP311/
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