CONTINUOUS-TIME MULTITYPE BRANCHING PROCESSES CONDITIONED ON VERY LATE EXTINCTION - Laboratoire d'Analyse et de Mathématiques Appliquées Accéder directement au contenu
Article Dans Une Revue ESAIM: Probability and Statistics Année : 2011

CONTINUOUS-TIME MULTITYPE BRANCHING PROCESSES CONDITIONED ON VERY LATE EXTINCTION

Résumé

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.

Dates et versions

hal-00692999 , version 1 (01-05-2012)

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Sophie Penisson. CONTINUOUS-TIME MULTITYPE BRANCHING PROCESSES CONDITIONED ON VERY LATE EXTINCTION. ESAIM: Probability and Statistics, 2011, 15 (?), pp.417--442. ⟨10.1051/ps/2010011⟩. ⟨hal-00692999⟩
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