English

Some limit results for Markov chains indexed by trees

Probability 2014-06-17 v1

Abstract

We consider a sequence of Markov chains (Xn)n=1,2,...(\mathcal X^n)_{n=1,2,...} with Xn=(Xσn)σT\mathcal X^n = (X^n_\sigma)_{\sigma\in\mathcal T}, indexed by the full binary tree T=T0T1...\mathcal T = \mathcal T_0 \cup \mathcal T_1 \cup ..., where Tk\mathcal T_k is the kkth generation of T\mathcal T. In addition, let (Σk)k=0,1,2,...(\Sigma_k)_{k=0,1,2,...} be a random walk on T\mathcal T with ΣkTk\Sigma_k \in \mathcal T_k and R~n=(R~tn)t0\widetilde{\mathcal R}^n = (\widetilde R_t^n)_{t\geq 0} with R~tn:=XΣ[tn]\widetilde R_t^n := X_{\Sigma_{[tn]}}, arising by observing the Markov chain Xn\mathcal X^n along the random walk. We present a law of large numbers concerning the empirical measure process Z~n=(Z~tn)t0\widetilde{\mathcal Z}^n = (\widetilde Z_t^n)_{t\geq 0} where Z~tn=σT[tn]δXσn\widetilde{Z}_t^n = \sum_{\sigma\in\mathcal T_{[tn]}} \delta_{X_\sigma^n} as nn\to\infty. Precisely, we show that if R~nR\widetilde{\mathcal R}^n \to \mathcal R for some Feller process R=(Rt)t0\mathcal R = (R_t)_{t\geq 0} with deterministic initial condition, then Z~nZ\widetilde{\mathcal Z}^n \to \mathcal Z with Zt=δL(Rt)Z_t = \delta_{\mathcal L(R_t)}.

Keywords

Cite

@article{arxiv.1406.3768,
  title  = {Some limit results for Markov chains indexed by trees},
  author = {Peter Czuppon and Peter Pfaffelhuber},
  journal= {arXiv preprint arXiv:1406.3768},
  year   = {2014}
}

Comments

12 pages

R2 v1 2026-06-22T04:38:41.687Z