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Article Dans Une Revue Stochastics: An International Journal of Probability and Stochastic Processes Année : 2024

Central limit theorem for bifurcating Markov chains: the mother-daughters triangles case

Résumé

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 S.V. Bitseki Penda and J.-F. Delmas [Central limit theorem for bifurcating Markov chains under pointwise ergodic conditions, Ann. Appl. Probab. 32(5) (2022), pp. 3817–3849] and to a lesser extent, the results of S.V. Bitseki Penda and J.-F. Delmas [Central limit theorem for bifurcating Markov chains under L2-ergodic conditions, Adv. Appl. Probab. 54(4) (2022), pp. 999–1031] on central limit theorem under L2 ergodic conditions. Our results also extend and complement those of J. Guyon [Limit theorems for bifurcating Markov chains. Application to the detection of cellular aging, Ann. Appl. Probab. 17(5–6) (2007), pp. 1538–1569] and J.-F. Delmas and L. Marsalle [Detection of cellular aging in a Galton-Watson process, Stochastic Process. Appl. 120(12) (2010), pp. 2495–2519]. In particular, when the ergodic rate of convergence is greater than 1/2–√, we have, for certain class of functions, that the asymptotic variance is non-zero at a speed faster than the usual central limit theorem studied by Guyon and Delmas-Marsalle.
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Dates et versions

hal-04599933 , version 1 (04-06-2024)

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S. Valère Bitseki Penda. Central limit theorem for bifurcating Markov chains: the mother-daughters triangles case. Stochastics: An International Journal of Probability and Stochastic Processes, 2024, pp.1-22. ⟨10.1080/17442508.2023.2295847⟩. ⟨hal-04599933⟩
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