Heterogeneous population dynamical model: a filtering problem
2005 ◽
Vol 42
(02)
◽
pp. 346-361
◽
Keyword(s):
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.
2005 ◽
Vol 42
(2)
◽
pp. 346-361
◽
2000 ◽
Vol 37
(3)
◽
pp. 823-834
◽
2000 ◽
Vol 37
(03)
◽
pp. 823-834
◽
2020 ◽
pp. 52-67
Keyword(s):