3 papers
math.PR2021
Moderate deviation principles for kernel estimator of invariant density in bifurcating Markov chains models
S. Valère Bitseki Penda
Bitseki and Delmas (2021) have studied recently the central limit theorem for kernel estimator of invariant density in bifurcating Markov chains models. We complete their work by p…
math.PR2021
Central limit theorem for bifurcating Markov chains under -ergodic conditions
S. Valère Bitseki Penda, Jean-François Delmas
Bifurcating Markov chains (BMC) 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…
math.PR2019
A phase transition for large values of bifurcating autoregressive models
Vincent Bansaye, S. Valère Bitseki Penda
We describe the asymptotic behavior of the number of individuals with a large value in a stable bifurcating autoregressive process. The study of the associated fi…