Abstract
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 -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.
| Original language | English |
|---|---|
| Pages (from-to) | 999-1031 |
| Number of pages | 33 |
| Journal | Advances in Applied Probability |
| Volume | 54 |
| Issue number | 4 |
| DOIs | |
| Publication status | Published - 15 Dec 2022 |
Keywords
- Bifurcating Markov chains
- bifurcating autoregressive process
- binary trees
- density estimation
- fluctuations for tree-indexed Markov chains