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arxiv: 0707.3504 · v2 · pith:LAJ7W2DCnew · submitted 2007-07-24 · 🧮 math.PR

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

classification 🧮 math.PR
keywords conditionedmultitypeprocessdawson-watanabefellermodelsmutationseveral
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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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