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Conditional law of a branching process observing a subpopulation

  • Claudia Ceci (a1) and Anna Gerardi (a2)

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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Corresponding author

Postal address: Dipartimento di Scienze, Facoltà di Economia, Università di Chieti, 65127 Pescara, Italy.
∗∗ Postal address: Dipartimento di Ingegneria Elettrica, Facoltà di Ingegneria, Università dell’Aquila, L’Aquila, Italy. Email address: gerardi@ing.univaq.it

References

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Conditional law of a branching process observing a subpopulation

  • Claudia Ceci (a1) and Anna Gerardi (a2)

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