CONTINUOUS-TIME MULTITYPE BRANCHING PROCESSES CONDITIONED ON VERY LATE EXTINCTION

被引：1
|
作者：
Penisson, Sophie [1 ]
机构：
[1] Univ Paris Est Creteil, Lab Anal & Math Appl UMR 8050, F-94010 Creteil, France
来源：
ESAIM-PROBABILITY AND STATISTICS | 2011年 / 15卷
关键词：
Multitype branching process; Feller diffusion process; conditioned branching process; diffusion limit; extinction; immortal particle; long-time behavior;
D O I：
10.1051/ps/2010011
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Multitype branching processes and Feller diffusion processes are conditioned on very late extinction. The conditioned laws are expressed as Doob h-transforms of the unconditioned laws, and an interpretation of the conditioned paths for the branching process is given, via the immortal particle. We study different limits for the conditioned process (increasing delay of extinction, long-time behavior, scaling limit) and provide an exhaustive list of exchangeability results.
引用
收藏
页码：417 / 442
页数：26
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