Continuous-time multitype branching processes conditioned on very late extinction
ESAIM: Probability and Statistics, Tome 15 (2011), pp. 417-442.

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
Classification : 60J60, 60J80
Mots clés : multitype branching process, Feller diffusion process, conditioned branching process, diffusion limit, extinction, immortal particle, long-time behavior
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     author = {P\'enisson, Sophie},
     title = {Continuous-time multitype branching processes conditioned on very late extinction},
     journal = {ESAIM: Probability and Statistics},
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     url = {http://www.numdam.org/articles/10.1051/ps/2010011/}
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Pénisson, Sophie. Continuous-time multitype branching processes conditioned on very late extinction. ESAIM: Probability and Statistics, Tome 15 (2011), pp. 417-442. doi : 10.1051/ps/2010011. http://www.numdam.org/articles/10.1051/ps/2010011/

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