Okounkov bodies of filtered linear series

We associate to certain filtrations of a graded linear series of a big line bundle a concave function on its Okounkov body, whose law with respect to the Lebesgue measure describes the asymptotic distribution of the jumps of the filtration. As a consequence, we obtain a Fujita-type approximation theorem in this general filtered setting. We then specialize these results to the filtrations by minima in the usual context of Arakelov geometry (and for more general adelically normed graded linear series), thereby obtaining in a simple way a natural construction of an arithmetic Okounkov body, the existence of the arithmetic volume as a limit and an arithmetic Fujita approximation theorem for adelically normed graded linear series. We also obtain an easy proof of the existence of the sectional capacity previously obtained by Lau, Rumely and Varley.