Moderate deviation principles for bifurcating Markov chains: case of functions dependent of one variable
From MaRDI portal
Publication:5093984
zbMath1494.60028arXiv2105.09619MaRDI QIDQ5093984
S. Valère Bitseki Penda, Gorgui Gackou
Publication date: 2 August 2022
Full work available at URL: https://arxiv.org/abs/2105.09619
Related Items
Moderate deviation principles for kernel estimator of invariant density in bifurcating Markov chains
Cites Work
- Unnamed Item
- Detection of cellular aging in a Galton-Watson process
- Moderate deviations for martingales with bounded jumps
- Central limit theorem for bifurcating Markov chains under pointwise ergodic conditions
- Deviation inequalities, moderate deviations and some limit theorems for bifurcating Markov chains with application
- Limit theorems for bifurcating Markov chains. Application to the detection of cellular aging
- Weighted sums of certain dependent random variables
- Yet Another Look at Harris’ Ergodic Theorem for Markov Chains
- Moderate deviations for martingale differences and applications to φ -mixing sequences
- Probability Inequalities for the Sum of Independent Random Variables
- The Bifurcating Autoregression Model in Cell Lineage Studies
- Large deviations of semimartingales: A maxingale problem approach i. limits as solutions to a maxingale problem
- Constructing First Order Stationary Autoregressive Models via Latent Processes
- Non-Gaussian bifurcating models and quasi-likelihood estimation
- Probability Inequalities for Sums of Bounded Random Variables
- Limit theorems for multitype continuous time Markov branching processes