English

Central limit theorem for bifurcating Markov chains under $L^{2}$-ergodic conditions

Probability 2021-06-16 v1

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 L2L^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.

Keywords

Cite

@article{arxiv.2106.07711,
  title  = {Central limit theorem for bifurcating Markov chains under $L^{2}$-ergodic conditions},
  author = {S. Valère Bitseki Penda and Jean-François Delmas},
  journal= {arXiv preprint arXiv:2106.07711},
  year   = {2021}
}

Comments

39 pages, 8 figures. arXiv admin note: substantial text overlap with arXiv:2012.04741

R2 v1 2026-06-24T03:11:43.582Z