MODERATE DEVIATION PRINCIPLES FOR BIFURCATING MARKOV CHAINS: CASE OF FUNCTIONS DEPENDENT OF ONE VARIABLE - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2021

MODERATE DEVIATION PRINCIPLES FOR BIFURCATING MARKOV CHAINS: CASE OF FUNCTIONS DEPENDENT OF ONE VARIABLE

Résumé

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 seen as the models which represent the evolution of a trait along a population where each individual has two offsprings. Unlike the previous results of Bitseki, Djellout & Guillin (2014), we consider here the case of functions which depend only on one variable. So, mainly inspired by the recent works of Bitseki & Delmas (2020) about the central limit theorem for general additive functionals of bifurcating Markov chains, we give here a moderate deviation principle for additive functionals of bifurcating Markov chains when the functions depend on one variable. This work is done under the uniform geometric ergodicity and the uniform ergodic property based on the second spectral gap assumptions. The proofs of our results are based on martingale decomposition recently developed by Bitseki & Delmas (2020) and on results of Dembo (1996), Djellout (2001) and Puhalski (1997).
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Dates et versions

hal-03230858 , version 1 (20-05-2021)

Identifiants

  • HAL Id : hal-03230858 , version 1

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Siméon Valère Bitseki Penda, Gorgui Gackou. MODERATE DEVIATION PRINCIPLES FOR BIFURCATING MARKOV CHAINS: CASE OF FUNCTIONS DEPENDENT OF ONE VARIABLE. 2021. ⟨hal-03230858⟩
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