Central limit theorem for bifurcating markov chains under L2-ergodic conditions

DOI10.1017/APR.2022.3MaRDI QIDQ5055359zbMATH OpenOpenAlexWikidataFDO

Authors S. Valère Bitseki Penda, Jean-François Delmas

Publication date 13 December 2022

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2106.07711

zbMATH Keywords

bifurcating autoregressive processbifurcating Markov chainsbinary treesdensity estimationfluctuations for tree-indexed Markov chains

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05)

Abstract: Bifurcating Markov chains (BMC) are Markov chains indexed by a full binary tree representing the evolution of a trait along a population where each individual has two children. We provide a central limit theorem for additive functionals of BMC under $L^2$-ergodic conditions with three different regimes. This completes the pointwise approach developed in a previous work. As application, we study the elementary case of symmetric bifurcating autoregressive process, which justify the non-trivial hypothesis considered on the kernel transition of the BMC. We illustrate in this example the phase transition observed in the fluctuations.

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Cites work

• Central limit theorem for bifurcating markov chains under L²-ergodic conditions
• Central limit theorem for bifurcating Markov chains under pointwise ergodic conditions
• Central limit theorem for kernel estimator of invariant density in bifurcating Markov chains models
• Deviation inequalities, moderate deviations and some limit theorems for bifurcating Markov chains with application
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Cited in

(8)

• Central limit theorem for bifurcating Markov chains under pointwise ergodic conditions
• Deviation inequalities, moderate deviations and some limit theorems for bifurcating Markov chains with application
• Limit theorems for bifurcating Markov chains. Application to the detection of cellular aging
• Central limit theorem for bifurcating markov chains under L²-ergodic conditions
• Moderate deviation principles for bifurcating Markov chains: case of functions dependent of one variable
• Central limit theorem for kernel estimator of invariant density in bifurcating Markov chains models
• A law of large numbers result for a bifurcating process with an infinite moving average representation
• Central limit theorem for bifurcating Markov chains: the mother-daughters triangles case

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