Transportation and concentration inequalities for bifurcating Markov chains

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TitreTransportation and concentration inequalities for bifurcating Markov chains
Type de publicationJournal Article
Year of Publication2017
AuteursS. Penda VBitseki, Escobar-Bach M, Guillin A
JournalBERNOULLI
Volume23
Pagination3213-3242
Date PublishedNOV
Type of ArticleArticle
ISSN1350-7265
Mots-clésBifurcating 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.

DOI10.3150/16-BEJ843