paper

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

arXiv:2207.00087

Abstract

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 Bitseki-Delmas (2022) and to a lesser extent, the results of Bitseki-Delmas (2022) on central limit theorem under ergodic conditions. Our results also extend and complement those of Guyon (2007) and Delmas and Marsalle (2010). In particular, when the ergodic rate of convergence is greater than , 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.

14 pages. arXiv admin note: text overlap with arXiv:2012.04741

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