Continuous-time multitype branching processes conditioned on very late extinction

  • 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.

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Metadaten
Author:Sophie Pénisson
URN:urn:nbn:de:kobv:517-opus-49548
Series (Serial Number):Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint / Institut für Mathematik (2009, 06)
Document Type:Preprint
Language:English
Date of Publication (online):2011/03/31
Year of Completion:2009
Publishing Institution:Universität Potsdam
Release Date:2011/03/31
Organizational units:Mathematisch-Naturwissenschaftliche Fakultät / Institut für Mathematik
Dewey Decimal Classification:5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik
Collections:Universität Potsdam / Aufsätze (Pre- und Postprints) / Mathematisch-Naturwissenschaftliche Fakultät / Institut für Mathematik / Wahrscheinlichkeitstheorie
Licence (German):License LogoKeine Nutzungslizenz vergeben - es gilt das deutsche Urheberrecht