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It depends on what its made of, how fast it is traveling, etc.. The atmosphere of Mars being at the most around 2% of Earth's and most meteors 25 meters or less will break up in Earth atmosphere than a meteor less than 5 meters should break up on Mars. You can a meteor that will make impact an asteroid.

https://physics.stackexchange.com/questions/47754/minimum-size-of-an-asteroid-to-actually-impact-earth