Transportation and concentration inequalities for bifurcating Markov chains
Affiliation auteurs | !!!! Error affiliation !!!! |
Titre | Transportation and concentration inequalities for bifurcating Markov chains |
Type de publication | Journal Article |
Year of Publication | 2017 |
Auteurs | S. Penda VBitseki, Escobar-Bach M, Guillin A |
Journal | BERNOULLI |
Volume | 23 |
Pagination | 3213-3242 |
Date Published | NOV |
Type of Article | Article |
ISSN | 1350-7265 |
Mots-clés | Bifurcating Markov chains, deviation inequalities, geometric ergodicity, transportation inequalities, Wasserstein distance |
Résumé | We investigate the transportation inequality for bifurcating Markov chains which are a class of processes indexed by a regular binary tree. Fitting well models like cell growth when each individual gives birth to exactly two offsprings, we use transportation inequalities to provide useful concentration inequalities. We also study deviation inequalities for the empirical means under relaxed assumptions on the Wasserstein contraction for the Markov kernels. Applications to bifurcating nonlinear autoregressive processes are considered for point-wise estimates of the non-linear autoregressive function. |
DOI | 10.3150/16-BEJ843 |