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.
We consider a homogeneous fragmentation process with killing at an exponential barrier. With the help of two families of martingales we analyse the decay of the largest fragment for parameter values that allow for survival. In this respect the present paper is also concerned with the probability of extinction of the killed process.
The fragmentation processes considered in this work are self-similar Markov processes which are meant to describe the evolution of a mass that falls apart randomly as time passes. We investigate their pathwise asymptotic behavior as . In the so-called homogeneous case, we first point at a law of large numbers and a central limit theorem for (a modified version of) the empirical distribution of the fragments at time . These results are reminiscent of those of Asmussen and Kaplan [3] and Biggins...