Limit theorems for conditioned multitype Dawson-Watanabe processes - Inria - Institut national de recherche en sciences et technologies du numérique
Article Dans Une Revue Electronic Journal of Probability Année : 2008

Limit theorems for conditioned multitype Dawson-Watanabe processes

Résumé

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. 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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Dates et versions

inria-00164758 , version 1 (23-07-2007)
inria-00164758 , version 2 (09-12-2008)

Identifiants

  • HAL Id : inria-00164758 , version 1
  • ARXIV : 0707.3504

Citer

Nicolas Champagnat, Sylvie Roelly. Limit theorems for conditioned multitype Dawson-Watanabe processes. Electronic Journal of Probability, 2008, 13 (25), pp.777-810. ⟨inria-00164758v1⟩
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