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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| Author details: | Nicolas Champagnat, Sylvie RoellyGND |
|---|---|
| URN: | urn:nbn:de:kobv:517-opus-49426 |
| Publication series (Volume number): | Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint (2007, 01) |
| Publication type: | Preprint |
| Language: | English |
| Publication year: | 2007 |
| Publishing institution: | Universität Potsdam |
| Release date: | 2011/03/30 |
| RVK - Regensburg classification: | SI 990 |
| Organizational units: | Mathematisch-Naturwissenschaftliche Fakultät / Institut für Mathematik |
| DDC classification: | 5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik |
| License (German): |  Keine öffentliche Lizenz: Unter Urheberrechtsschutz |
