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Conditional law of a branching process observing a subpopulation
Published online by Cambridge University Press: 14 July 2016
Abstract
The paper is concerned with filtering the cardinality of a branching process observing the cardinality of a subpopulation. In this model, both the processes, state and observation are pure jump processes and may have common jump times. Preliminary properties are studied in the tree framework. A recursive structure for the filtering equation is proved in the supercritical case.
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- Copyright © Applied Probability Trust 2002
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