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Moderate deviation principles for kernel estimator of invariant density in bifurcating Markov chains. Stoch Process Their Appl 2023. [DOI: 10.1016/j.spa.2023.01.004] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 01/09/2023]
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Bitseki Penda SV, Delmas JF. Central limit theorem for bifurcating Markov chains under pointwise ergodic conditions. ANN APPL PROBAB 2022. [DOI: 10.1214/21-aap1774] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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Abstract
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
$L^2$
-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.
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Bitseki Penda SV, Roche A. Local bandwidth selection for kernel density estimation in a bifurcating Markov chain model. J Nonparametr Stat 2020. [DOI: 10.1080/10485252.2020.1789125] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/23/2022]
Affiliation(s)
- S. Valère Bitseki Penda
- Institut de Mathématiques de Bourgogne, UMR 5584, CNRS, Université de Bourgogne Franche- Comté, Dijon, France
| | - Angelina Roche
- CEREMADE, CNRS-UMR 7534, Université Paris-Dauphine, Paris Cedex 16, France
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Affiliation(s)
- K. Bartoszek
- Department of Computer and Information Science, Linköping University, Linköping, Sweden
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Bitseki Penda SV, Hoffmann M, Olivier A. Adaptive estimation for bifurcating Markov chains. BERNOULLI 2017. [DOI: 10.3150/16-bej859] [Citation(s) in RCA: 7] [Impact Index Per Article: 1.0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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Bitseki Penda SV, Escobar-Bach M, Guillin A. Transportation and concentration inequalities for bifurcating Markov chains. BERNOULLI 2017. [DOI: 10.3150/16-bej843] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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Bitseki Penda SV, Olivier A. Autoregressive functions estimation in nonlinear bifurcating autoregressive models. STATISTICAL INFERENCE FOR STOCHASTIC PROCESSES 2017. [DOI: 10.1007/s11203-016-9140-6] [Citation(s) in RCA: 5] [Impact Index Per Article: 0.7] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/28/2022]
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Louhichi S, Ycart B. Exponential Growth of Bifurcating Processes with Ancestral Dependence. ADV APPL PROBAB 2016. [DOI: 10.1239/aap/1435236987] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/18/2022]
Abstract
Branching processes are classical growth models in cell kinetics. In their construction, it is usually assumed that cell lifetimes are independent random variables, which has been proved false in experiments. Models of dependent lifetimes are considered here, in particular bifurcating Markov chains. Under the hypotheses of stationarity and multiplicative ergodicity, the corresponding branching process is proved to have the same type of asymptotics as its classic counterpart in the independent and identically distributed supercritical case: the cell population grows exponentially, the growth rate being related to the exponent of multiplicative ergodicity, in a similar way as to the Laplace transform of lifetimes in the i.i.d. case. An identifiable model for which the multiplicative ergodicity coefficients and the growth rate can be explicitly computed is proposed.
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Abstract
Branching processes are classical growth models in cell kinetics. In their construction, it is usually assumed that cell lifetimes are independent random variables, which has been proved false in experiments. Models of dependent lifetimes are considered here, in particular bifurcating Markov chains. Under the hypotheses of stationarity and multiplicative ergodicity, the corresponding branching process is proved to have the same type of asymptotics as its classic counterpart in the independent and identically distributed supercritical case: the cell population grows exponentially, the growth rate being related to the exponent of multiplicative ergodicity, in a similar way as to the Laplace transform of lifetimes in the i.i.d. case. An identifiable model for which the multiplicative ergodicity coefficients and the growth rate can be explicitly computed is proposed.
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Mao M. The asymptotic behaviors for least square estimation of multi-casting autoregressive processes. J MULTIVARIATE ANAL 2014. [DOI: 10.1016/j.jmva.2014.04.014] [Citation(s) in RCA: 4] [Impact Index Per Article: 0.4] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/25/2022]
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