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Filtering of a branching process given its split times

Part of: Stochastic processes Stochastic systems and control Markov processes

Published online by Cambridge University Press:  14 July 2016

Claudia Ceci  and
Anna Gerardi
Claudia Ceci*
Affiliation:
Università di Firenze
Anna Gerardi*
Affiliation:
Università de L'Aquila
*
∗Postal address: Istituto di Matematica, Università di Firenze, Italy.
∗∗Postal address: Dip. Ingegneria Elettrica, Università de L' Aquila, Italy.
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Abstract

A filtering problem for a branching process is studied within the tree framework, and the minimal intensity of the splitting process is given.

Keywords

MARKED TREESBRANCHING PROCESSESFILTERING

MSC classification

Primary: 60J80: Branching processes (Galton-Watson, birth-and-death, etc.)
Secondary: 60J75: Jump processes 93E11: Filtering 60G35: Signal detection and filtering

Information

Type
Research Papers
Information
Journal of Applied Probability , Volume 34 , Issue 3 , September 1997 , pp. 565 - 574
Copyright
Copyright © Applied Probability Trust 1997 

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References

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[3] Calzolari, A. and Nappo, G. (1997) A filtering problem with counting observation: approximation with error bounds. Stoch. Rep. to appear.Google Scholar
[4] Ceci, C., Gerardi, A. and Mazliak, L. (1996) Some results about stopping times on the marked tree space. Theory Prob. Appl. 41, 578–590.Google Scholar
[5] Ceci, C. and Mazliak, L. (1992) Une propriété forte de branchements. C. R. Acad. Sci. Paris 315, 851–853.Google Scholar
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