Limit theorems for conditioned multitype Dawson-Watanabe processes
- A multitype Dawson-Watanabe process is conditioned, in subcritical and critical cases, on non-extinction in the remote future. On every nite time interval, its distribution law is absolutely continuous with respect to the law of the unconditioned process. A martingale problem characterization is also given. The explicit form of the Laplace functional of the conditioned process is used to obtain several results on the long time behaviour of the mass of the conditioned and unconditioned processes. The general case is considered first, where the mutation matrix which modelizes the interaction between the types, is irreducible. Several two-type models with decomposable mutation matrices are also analysed.
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| Verfasserangaben: | Nicolas Champagnat, Sylvie RoellyGND |
|---|---|
| URN: | urn:nbn:de:kobv:517-opus-49426 |
| Schriftenreihe (Bandnummer): | Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint (2007, 01) |
| Publikationstyp: | Preprint |
| Sprache: | Englisch |
| Erscheinungsjahr: | 2007 |
| Veröffentlichende Institution: | Universität Potsdam |
| Datum der Freischaltung: | 30.03.2011 |
| RVK - Regensburger Verbundklassifikation: | SI 990 |
| Organisationseinheiten: | Mathematisch-Naturwissenschaftliche Fakultät / Institut für Mathematik |
| DDC-Klassifikation: | 5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik |
| Lizenz (Deutsch): |  Keine öffentliche Lizenz: Unter Urheberrechtsschutz |
