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Pré-Publication, Document De Travail Année : 2019

A PHASE TRANSITION FOR LARGE VALUES OF BIFURCATING AUTOREGRESSIVE MODELS

Résumé

We describe the asymptotic behavior of the number Zn[an, ∞) of individuals with a large value in a stable bifurcating autoregressive process. The study of the associated first moment E(Zn[an, ∞)) is equivalent to the annealed large deviation problem P(Yn ≥ an), where Y is an autoregressive process in a random environment and an → ∞. The population with large values and the trajectorial behavior of Zn[an, ∞) is obtained from the ancestral paths associated to the large deviations of Y together with its environment. The study of large deviations of autoregressive processes in random environment is of independent interest and achieved first in this paper. The proofs of trajectorial estimates for bifurcating autoregressive process involves then a law of large numbers for non-homogenous trees. Two regimes appear in the stable case, depending on the fact that one of the autoregressive parameter is greater than one or not. It yields two different asymptotic behaviors for the large local densities and maximal value of the bifurcating autoregressive process.
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Dates et versions

hal-02416177 , version 1 (17-12-2019)

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  • HAL Id : hal-02416177 , version 1

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Vincent Bansaye, Siméon Valère Bitseki Penda. A PHASE TRANSITION FOR LARGE VALUES OF BIFURCATING AUTOREGRESSIVE MODELS. 2019. ⟨hal-02416177⟩
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