Some limit results for Markov chains indexed by trees

preprint2014arXivOpen access

Abstract

We consider a sequence of Markov chains (Xn)n=1,2,...(\mathcal X^n)_{n=1,2,...} with Xn=(Xσn)σ∈T\mathcal X^n = (X^n_σ)_{σ\in\mathcal T}, indexed by the full binary tree T=T0∪T1∪...\mathcal T = \mathcal T_0 \cup \mathcal T_1 \cup ..., where Tk\mathcal T_k is the kkth generation of T\mathcal T. In addition, let (Σk)k=0,1,2,...(Σ_k)_{k=0,1,2,...} be a random walk on T\mathcal T with Σk∈TkΣ_k \in \mathcal T_k and R~n=(R~tn)t≥0\widetilde{\mathcal R}^n = (\widetilde R_t^n)_{t\geq 0} with R~tn:=XΣ[tn]\widetilde R_t^n := X_{Σ_{[tn]}}, arising by observing the Markov chain Xn\mathcal X^n along the random walk. We present a law of large numbers concerning the empirical measure process Z~n=(Z~tn)t≥0\widetilde{\mathcal Z}^n = (\widetilde Z_t^n)_{t\geq 0} where Z~tn=∑σ∈T[tn]δXσn\widetilde{Z}_t^n = \sum_{σ\in\mathcal T_{[tn]}} δ_{X_σ^n} as n→∞n\to\infty. Precisely, we show that if R~n→R\widetilde{\mathcal R}^n \to \mathcal R for some Feller process R=(Rt)t≥0\mathcal R = (R_t)_{t\geq 0} with deterministic initial condition, then Z~n→Z\widetilde{\mathcal Z}^n \to \mathcal Z with Zt=δL(Rt)Z_t = δ_{\mathcal L(R_t)}.

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