Continuous-time multitype branching processes conditioned on very late extinction

Sophie Pénisson
2011 E S A I M: Probability & Statistics  
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.
doi:10.1051/ps/2010011 fatcat:xgdlbq5oxffypaabnldc6cl5fm