Related papers: Central limit theorem for bifurcating Markov chain…
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…
The Central Limit Theorem (CLT) for additive functionals of Markov chains is a well known result with a long history. In this paper we present applications to two finite-memory versions of the Elephant Random Walk, solving a problem from…
In this paper we study the additive functionals of Markov chains via conditioning with respect to both past and future of the chain. We shall point out new sufficient projective conditions, which assure that the variance of partial sums of…
We consider a supercritical general branching population where the lifetimes of individuals are i.i.d. with arbitrary distribution and each individual gives birth to new individuals at Poisson times independently from each others. The…
Bitseki and Delmas (2021) have studied recently the central limit theorem for kernel estimator of invariant density in bifurcating Markov chains models. We complete their work by proving a moderate deviation principle for this estimator.…
We present a multivariate central limit theorem for a general class of interacting Markov chain Monte Carlo algorithms used to solve nonlinear measure-valued equations. These algorithms generate stochastic processes which belong to the…
In this paper we study the functional central limit theorem for stationary Markov chains with self-adjoint operator and general state space. We investigate the case when the variance of the partial sum is not asymptotically linear in n; and…
We establish a multivariate empirical process central limit theorem for stationary $\R^d$-valued stochastic processes $(X_i)_{i\geq 1}$ under very weak conditions concerning the dependence structure of the process. As an application we can…
We introduce block Markov chains (BMCs) indexed by an infinite rooted tree. It turns out that BMCs define a new class of tree-indexed Markovian processes. We clarify the structure of BMCs in connection with Markov chains (MCs) and Markov…
Let $(X_t, Y_t)_{t\in T}$ be a discrete or continuous-time Markov process with state space $X \times R^d$ where $X$ is an arbitrary measurable set. Its transition semigroup is assumed to be additive with respect to the second component,…
We study the kernel estimator of the transition density of bifurcating Markov chains. Under some ergodic and regularity properties, we prove that this estimator is consistent and asymptotically normal. Next, in the numerical studies, we…
Our purpose is to prove central limit theorem for countable nonhomogeneous Markov chain under the condition of uniform convergence of transition probability matrices for countable nonhomogeneous Markov chain in Ces\`aro sense. Furthermore,…
We consider general Markov chains with discrete time in an arbitrary measurable (phase) space and homogeneous in time. Markov chains are defined by the classical transition function which within the framework of the operator treatment…
In this paper we study the almost sure central limit theorem started from a point for additive functionals of a stationary and ergodic Markov chain via a martingale approximation in the almost sure sense. As a consequence we derive the…
Using the renewal approach we prove exponential inequalities for additive functionals and empirical processes of ergodic Markov chains, thus obtaining counterparts of inequalities for sums of independent random variables. The inequalities…
We derive some key extremal features for $k$th order Markov chains that can be used to understand how the process moves between an extreme state and the body of the process. The chains are studied given that there is an exceedance of a…
The recently established spectral Favard theorem for bounded banded matrices admitting a positive bidiagonal factorization is applied to a broader class of Markov chains with bounded banded transition matrices, extending beyond the…
The purpose of this work is to establish a central limit theorem that can be applied to a particular form of Markov chains, including the number of descents in a random permutation of $\mathfrak{S}_n$, two-type generalized P{\'o}lya urns,…
The main objective of this paper is to establish bootstrap uniform functional central limit theorem for Harris recurrent Markov chains over uniformly bounded classes of functions. We show that the result can be generalized also to the…
We investigate the transportation cost-information inequalities for bifurcating Markov chains which are a class of processes indexed by binary tree. These processes provide models for cell growth when each individual in one generation gives…