DEVIATION INEQUALITIES, MODERATE DEVIATIONS AND SOME LIMIT THEOREMS FOR BIFURCATING MARKOV CHAINS WITH APPLICATION

• 成果类型: Article
• 署名作者: Penda, S. Valere Bitseki; Djellout, Hacene; Guillin, Arnaud
• 署名单位: Universite Clermont Auvergne (UCA); Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Institut Universitaire de France
• 刊物名称: ANNALS OF APPLIED PROBABILITY
• ISSN/ISSBN: 1050-5164
• DOI: 10.1214/13-AAP921
• 发表日期: 2014
• 页码: 235-291
• 关键词: probability-inequalities; AUTOREGRESSIVE PROCESSES; MODEL

摘要

First, under a geometric ergodicity assumption, we provide some limit theorems and some probability inequalities for the bifurcating Markov chains (BMC). The BMC model was introduced by Guyon to detect cellular aging from cell lineage, and our aim is thus to complete his asymptotic results. The deviation inequalities are then applied to derive first result on the moderate deviation principle (MDP) for a functional of the BMC with a restricted range of speed, but with a function which can be unbounded. Next, under a uniform geometric ergodicity assumption, we provide deviation inequalities for the BMC and apply them to derive a second result on the MDP for a bounded functional of the BMC with a larger range of speed. As statistical applications, we provide superexponential convergence in probability and deviation inequalities (for either the Gaussian setting or the bounded setting), and the MDP for least square estimators of the parameters of a first-order bifurcating autoregressive process.