Université Paris 6Pierre et Marie Curie Université Paris 7Denis Diderot CNRS U.M.R. 7599 Probabilités et Modèles Aléatoires''

### Entrance from 0+ for increasing semi-stable Markov processes

Auteur(s):

Code(s) de Classification MSC:

• 60J30 Processes with independent increments

Résumé: We consider increasing semi-stable Markov processes started from $x>0$ and specify their asymptotic behavior in law as $x\to0+$. This can be viewed as an extension of a result of Brennan and Durrett on the asymptotic size of a particle undergoing certain random splitting.

Mots Clés: Semi-stable Markov process ; subordinator ; entrance boundary ; fragmentation

Date: 2000-11-08

Prépublication numéro: PMA-619