The fragmentation process of an infinite recursive tree and Ornstein-Uhlenbeck type processes
Erich Baur, Jean Bertoin · Electronic Journal of Probability · 2015
We consider a natural destruction process of an infinite recursive tree by removing each edge after an independent exponential time. The destruction up to time $t$ is encoded by a partition $\Pi(t)$ of $\mathbb{N}$ into blocks of connected vertices. Despite the lack of exchangeability, just like for an exchangeable fragmentation process, the process $\Pi$ is Markovian with transitions determined by a splitting rates measure ${\bf r}$. However, somewhat surprisingly, ${\bf r}$ fails to fulfill the usual integrability condition for the dislocation measure of exchangeable fragmentations. We further observe that a time-dependent normalization enables us to define the weights of the blocks of $\Pi(t)$. We study the process of these weights and point at connections with Ornstein-Uhlenbeck type processes.