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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…

Probability · Mathematics 2021-06-16 S. Valère Bitseki Penda , Jean-François Delmas

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. Motivated by the functional estimation of the density of the…

Statistics Theory · Mathematics 2021-06-17 S. Valère Bitseki Penda , Jean-François Delmas

The main objective of this article is to establish a central limit theorem for additive three-variable functionals of bifurcating Markov chains. We thus extend the central limit theorem under point-wise ergodic conditions studied in…

Probability · Mathematics 2022-07-04 S. Valère Bitseki Penda

The main purpose of this article is to establish moderate deviation principles for additive functionals of bifurcating Markov chains. Bifurcating Markov chains are a class of processes which are indexed by a regular binary tree. They can be…

Probability · Mathematics 2021-05-21 S. Valère Bitseki Penda , Gorgui Gackou

In this paper we study the central limit theorem for additive functionals of stationary Markov chains with general state space by using a new idea involving conditioning with respect to both the past and future of the chain. Practically, we…

Probability · Mathematics 2020-05-19 Magda Peligrad

We investigate recurrence and transience of Branching Markov Chains (BMC) in discrete time. Branching Markov Chains are clouds of particles which move (according to an irreducible underlying Markov Chain) and produce offspring…

Probability · Mathematics 2016-09-07 Nina Gantert , Sebastian Mueller

First, under a geometric ergodicity assumption, we provide some limit theorems and some probability inequalities for the bifurcating Markov chains (BMC). The BMC model was introduced by Guyon to detect cellular aging from cell lineage, and…

Probability · Mathematics 2014-01-20 Valère Bitseki Penda , Hacène Djellout , Arnaud Guillin

We prove an invariance principle (functional central limit theorem) for a vector-valued additive functional of a Markov chain for almost every starting point with respect to an ergodic equilibrium distribution. The hypothesis is a moment…

Probability · Mathematics 2011-10-20 F. Rassoul-Agha , T. Seppalainen

We establish central limit theorems for a large class of supercritical branching Markov processes in infinite dimension with spatially dependent and non-necessarily local branching mechanisms. This result relies on a fourth moment…

Probability · Mathematics 2025-01-31 Bertrand Cloez , Nicolás Zalduendo

We propose a general method to study dependent data in a binary tree, where an individual in one generation gives rise to two different offspring, one of type 0 and one of type 1, in the next generation. For any specific characteristic of…

Probability · Mathematics 2009-09-29 Julien Guyon

This paper considers continuous-time block-monotone Markov chains (BMMCs) and their block-augmented truncations. We first introduce the block monotonicity and block-wise dominance relation for continuous-time Markov chains, and then provide…

Probability · Mathematics 2016-11-22 Hiroyuki Masuyama

We present a general functional central limit theorem started at a point also known under the name of quenched. As a consequence, we point out several new classes of stationary processes, defined via projection conditions, which satisfy…

Probability · Mathematics 2016-01-19 David Barrera , Costel Peligrad , Magda Peligrad

The goal of this paper is to describe conditions which guarantee a central limit theorem for random variables, which distributions are controled by hidden Markov chains. We proved that when a Markov chain is ergodic and random variables…

Statistics Theory · Mathematics 2018-10-11 Anna Czapkiewicz , Antoni Dawidowicz

The central limit theorem for Markov chains generated by iterated function systems consisting of orientation preserving homeomorphisms of the interval is proved. We study also ergodicity of such systems.

Dynamical Systems · Mathematics 2020-03-24 Klaudiusz Czudek , Tomasz Szarek

We prove a central limit theorem for a class of additive processes that arise naturally in the theory of finite horizon Markov decision problems. The main theorem generalizes a classic result of Dobrushin (1956) for temporally…

Probability · Mathematics 2016-09-28 Alessandro Arlotto , J. Michael Steele

This paper is a survey of various proofs of the so called {\em fundamental theorem of Markov chains}: every ergodic Markov chain has a unique positive stationary distribution and the chain attains this distribution in the limit independent…

Probability · Mathematics 2022-04-05 Somenath Biswas

More than ever, today we are left with the abundance of molecular data outpaced by the advancements of the phylogenomic methods. Especially in the case of presence of many genes over a set of species under the phylogeny question, more…

Applications · Statistics 2021-11-29 Ali Amiryousefi

In the paper we propose certain conditions, relatively easy to verify, which ensure the central limit theorem for some general class of Markov chains. To justify the usefulness of our criterion, we further verify it for a particular…

Probability · Mathematics 2020-12-04 Dawid Czapla , Katarzyna Horbacz , Hanna Wojewódka-Ściążko

A branching process in a Markovian environment consists of an irreducible Markov chain on a set of "environments" together with an offspring distribution for each environment. At each time step the chain transitions to a new random…

Probability · Mathematics 2021-06-22 Lila Greco , Lionel Levine

Consider the class of (functions of) strictly stationary Markov chains in which (i) the second moments are finite and (ii) absolute regularity (beta-mixing) is satisfied with exponential mixing rate. For (functions of) Markov chains in that…

Probability · Mathematics 2024-11-07 Richard C. Bradley
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