Central limit theorem for bifurcating markov chains under L 2 -ergodic conditions - Archive ouverte HAL
Article Dans Une Revue Advances in Applied Probability Année : 2022

Central limit theorem for bifurcating markov chains under L 2 -ergodic conditions

Résumé

Bifurcating Markov chains (BMCs) 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 BMCs under $L^2$ -ergodic conditions with three different regimes. This completes the pointwise approach developed in a previous work. As an application, we study the elementary case of a symmetric bifurcating autoregressive process, which justifies the nontrivial hypothesis considered on the kernel transition of the BMCs. We illustrate in this example the phase transition observed in the fluctuations.

Dates et versions

hal-03927726 , version 1 (06-01-2023)

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Citer

Siméon Valère Bitseki Penda, Jean-François Delmas. Central limit theorem for bifurcating markov chains under L 2 -ergodic conditions. Advances in Applied Probability, 2022, 54 (4), pp.999-1031. ⟨10.1017/apr.2022.3⟩. ⟨hal-03927726⟩
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