Skip to Main content Skip to Navigation
Journal articles

CONTINUOUS-TIME MULTITYPE BRANCHING PROCESSES CONDITIONED ON VERY LATE EXTINCTION

Abstract : 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.
Document type :
Journal articles
Complete list of metadatas

https://hal-upec-upem.archives-ouvertes.fr/hal-00692999
Contributor : Admin Lama <>
Submitted on : Tuesday, May 1, 2012 - 7:22:40 PM
Last modification on : Thursday, March 19, 2020 - 12:26:02 PM

Links full text

Identifiers

Citation

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

Share

Metrics

Record views

440