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Article Dans Une Revue Electronic Journal of Probability Année : 2008

Limit theorems for conditioned multitype Dawson-Watanabe processes and Feller diffusions

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. 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.
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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 2
  • ARXIV : 0707.3504

Citer

Nicolas Champagnat, Sylvie Roelly. Limit theorems for conditioned multitype Dawson-Watanabe processes and Feller diffusions. Electronic Journal of Probability, 2008, 13 (25), pp.777-810. ⟨inria-00164758v2⟩
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