Limit theorems for conditioned multitype Dawson-Watanabe processes and Feller diffusions
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1. | Title | Title of document | Limit theorems for conditioned multitype Dawson-Watanabe processes and Feller diffusions |
2. | Creator | Author's name, affiliation, country | Nicolas Champagnat; INRIA, France |
2. | Creator | Author's name, affiliation, country | Sylvie Roelly; Potsdam University, Germany |
3. | Subject | Discipline(s) | |
3. | Subject | Keyword(s) | multitype measure-valued branching processes; conditionedDawson-Watanabe process; critical and subcritical Dawson-Watanabeprocess; conditioned Feller diffusion; remote survival; long time behavior. |
3. | Subject | Subject classification | 60J80; 60G57 |
4. | Description | Abstract | A multitype Dawson-Watanabe process is conditioned, in subcritical and critical cases, on non-extinction in the remote future. On every finite time interval, its distribution is absolutely continuous with respect to the law of the unconditioned process. A martingale problem characterization is also given. Several results on the long time behavior of the conditioned mass process-the conditioned multitype Feller branching diffusion-are then proved. The general case is first considered, where the mutation matrix which models the interaction between the types, is irreducible. Several two-type models with decomposable mutation matrices are analyzed too. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | |
7. | Date | (YYYY-MM-DD) | 2008-05-06 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
10. | Identifier | Uniform Resource Identifier | http://ejp.ejpecp.org/article/view/504 |
10. | Identifier | Digital Object Identifier | 10.1214/EJP.v13-504 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Journal of Probability; Vol 13 |
12. | Language | English=en | |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
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