Asymptotics of self-similar growth-fragmentation processes

TL;DR

This paper investigates the asymptotic behavior of self-similar growth-fragmentation processes, extending pure fragmentation models by incorporating growth, and derives limit theorems using martingale techniques.

Contribution

It provides new asymptotic estimates and limit theorems for growth-fragmentation processes, connecting with branching random walks and martingale convergence.

Findings

Derived precise asymptotic estimates in the homogeneous case.

Established limit theorems for empirical measures under Malthusian hypotheses.

Utilized martingale convergence to analyze growth-fragmentation dynamics.

Abstract

Markovian growth-fragmentation processes introduced by Bertoin extend the pure fragmentation model by allowing the fragments to grow larger or smaller between dislocation events. What becomes of the known asymptotic behaviors of self-similar pure fragmentations when growth is added to the fragments is a natural question that we investigate in this paper. Our results involve the terminal value of some additive martingales whose uniform integrability is an essential requirement. Dwelling first on the homogeneous case, we exploit the connection with branching random walks and in particular the martingale convergence of Biggins to derive precise asymptotic estimates. The self-similar case is treated in a second part; under the so called Malthusian hypotheses and with the help of several martingale-flavored features recently developed by Bertoin et al., we obtain limit theorems for empirical measures of the fragments.