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Pré-Publication, Document De Travail Année : 2023

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

Processus de fragmentation et enveloppe convexe du mouvement brownien dans un disque

Résumé

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 ∈ (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 [10] 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.
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Dates et versions

hal-04328368 , version 1 (07-12-2023)

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Bénédicte Haas, Bastien Mallein. Fragmentation processes and the convex hull of the Brownian motion in a disk. 2023. ⟨hal-04328368⟩
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