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Heterogeneous population dynamical model: a filtering problem
Published online by Cambridge University Press: 14 July 2016
Abstract
We consider a heterogeneous population of identical particles divided into a finite number of classes according to their level of health. The partition can change over time, and a suitable exchangeability assumption is made to allow for having identical items of different types. The partition is not observed; we only observe the cardinality of a particular class. We discuss the problem of finding the conditional distribution of particle lifetimes, given such observations, using stochastic filtering techniques. In particular, a discrete-time approximation is given.
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- © Applied Probability Trust 2005
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