Spatial growth-fragmentations and excursions from hyperplanes

TL;DR

This paper investigates self-similar spatial growth-fragmentation processes arising from slicing excursions of multidimensional Brownian motion and extends the analysis to more general isotropic Markov processes.

Contribution

It characterizes a family of spatial self-similar growth-fragmentation processes driven by isotropic Markov processes, including their spinal description and generalizations.

Findings

Identified the structure of growth-fragmentation processes from Brownian excursions.

Extended the framework to isotropic Markov processes with stable Lévy components.

Provided a spinal description for these complex stochastic processes.

Abstract

In this paper, we are interested in the self-similar growth-fragmentation process that shows up when slicing half-space excursions of a $d$-dimensional Brownian motion from hyperplanes. Such a family of processes turns out to be a spatial self-similar growth-fragmentation processes driven by an isotropic self-similar Markov process. The former can be seen as multitype growth-fragmentation processes, in the sense of arXiv:2112.11091, where the set of types is $\mathbb{S}^{d-2}$, the $(d-1)$-dimensional unit sphere. In order to characterise such family of processes, we study their spinal description similarly as in the monotype and multitype settings. Finally, we extend our study to the case when the $d$-dimensional Brownian motion is replaced by an isotropic Markov process whose first $(d-1)$ coordinates are driven by an isotropic stable L\'evy process and the remaining coordinate is an independent standard real-valued Brownian motion.