Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint
ISSN (print) 1613-3307
URN urn:nbn:de:kobv:517-series-317
Herausgegeben vom
Institut für Mathematik, Mathematische Statistik und Wahrscheinlichkeitstheorie
URN urn:nbn:de:kobv:517-series-317
Herausgegeben vom
Institut für Mathematik, Mathematische Statistik und Wahrscheinlichkeitstheorie
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2009, 06
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.