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 t foes to infinity. 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 t. These results are reminiscent of those of Asmussen and Kaplan  and Biggins  for branching random walks. Next, in the same vein as Biggins , we also investigate some natural martingales, which open the way to an almost sure large deviation principle by an application of the Gärtner-Ellis theorem. Finally, some asymptotic results in the general self-similar case are derived by time-change from the previous ones. Properties of size-biased picked fragments provide key tools for the study.
Cite this article
Jean Bertoin, The asymptotic behavior of fragmentation processes. J. Eur. Math. Soc. 5 (2003), no. 4, pp. 395–416DOI 10.1007/S10097-003-0055-3