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 -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.
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