Beyond the Q-process: various ways of conditioning the multitype Galton-Watson process
Sophie P\'enisson

TL;DR
This paper explores various conditioning methods for multitype Galton-Watson processes, extending the concept of the $Q$-process beyond indefinite survival to thresholds, states, and total progeny, revealing new limit behaviors.
Contribution
It introduces new conditioning frameworks for multitype Galton-Watson processes and analyzes their resulting $Q$-processes and stationary measures.
Findings
Conditioning on reaching a positive threshold yields a $Q$-process.
Stationary measure of the $Q$-process is a double limit.
Conditioning on infinite total progeny differs from the $Q$-process in non-critical regimes.
Abstract
Conditioning a multitype Galton-Watson process to stay alive into the indefinite future leads to what is known as its associated -process. We show that the same holds true if the process is conditioned to reach a positive threshold or a non-absorbing state. We also demonstrate that the stationary measure of the -process, obtained by construction as two successive limits (first by delaying the extinction in the original process and next by considering the long-time behavior of the obtained -process), is as a matter of fact a double limit. Finally, we prove that conditioning a multitype branching process on having an infinite total progeny leads to a process presenting the features of a -process. It does not however coincide with the original associated -process, except in the critical regime.
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Taxonomy
TopicsStochastic processes and statistical mechanics · Stochastic processes and financial applications · Random Matrices and Applications
