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S. Valère BITSEKI PENDA

Maître de Conférences

Adresse: Université de Bourgogne, Institut Mathématiques de Bourgogne (IMB)

                  9 Avenue Alain Savary- BP 47870, 21078 Dijon Cedex- France

Email: simeon-valere.bitseki-penda-at-u-bourgogne.fr (if you are not a robot, then replace -at- by @) 

Thèmes de recherche:    

                                              Grandes déviations

                                              Processus de Markov

                                              Inégalités de concentrations et inégalités fonctionnelles

                                              Théorèmes limites

                                              Processus indexés par des arbres

                                              Statistique paramétrique et non-paramétrique

Recherche et Publications:

• Deviations inequalities, moderate deviations and some limits theorems for bifurcating Markov chains with application.

  • • Auteurs: S. Valère BITSEKI PENDA, Hacène DJELLOUT and Arnaud GUILLIN.

    • Ann. App. Probab. 24, 1, 2014, 235-291

• Deviations inequalities and moderate deviations for estimators of parameters in bifurcating autoregressive models.

• • Auteurs: S. Valère BITSEKI PENDA and Hacène DJELLOUT.

  • Annales de l'Institut Henri Poincaré 50, 3, 806--844 (2014).

• Moderate deviations for Durbin- Watson statistic related to the first- order autoregressive process.

  • Auteurs: S. Valère BITSEKI PENDA, Hacène DJELLOUT and Frédéric PROIA.

  • ESAIM P&S 18, 308-331, (2014)

• Deviations inequalities for bifurcating Markov chains on Galton- Watson tree.

  • Auteurs: S. Valère BITSEKI PENDA.

  • ESAIM P&S 19, 689-724, (2015)

• Transportation cost-information and concentration inequalities for bifurcating Markov chains. 

  • Auteurs: S. Valère BITSEKI PENDA, M. ESCOBAR-BACH and Arnaud GUILLIN.

  • Bernoulli 23, 4B (2017), 3213-3242.

• Autoregressive functions estimation in nonlinear bifurcating autoregressive models. 

  • Auteurs: S. Valère BITSEKI PENDA  and Adélaïde OLIVIER.

  • Statistical Inference for Stochastic Processes, 20, 2 (2017), 179–210

• Adaptive estimation for bifurcating Markov chains. 

  • Auteurs: S. Valère BITSEKI PENDA, Marc HOFFMANN and Adélaïde OLIVIER

  • Bernoulli 23, 4B (2017), 3598-3637.

• Moderate deviation principle in nonlinear bifurcating autoregressive models

  • Auteurs: S. Valère BITSEKI PENDA and Adélaïde OLIVIER

  •  Statistics & Probability Letters 138 (2018), 20-26.

• Local bandwidth selection for kernel density estimation in a bifurcating Markov chain model

  • Auteurs: S. Valère BITSEKI PENDA and Angelina ROCHE

  • Journal of Nonparametric Statistics 32, 3 (2020), 535-562.

• A Phase Transition for Large Values of Bifurcating Autoregressive Models

  • Auteurs: Vincent BANSAYE and S. Valère BITSEKI PENDA 

  • Journal of Theoretical Probability, (2020)

• Central limit theorem for bifurcating Markov chains under point-wise ergodic conditions.

  • • Auteurs: S. Valère BITSEKI PENDA and Jean-François Delmas.

    • Ann. App. Probab, 2022

• Central limit theorem for bifurcating Markov chains under L^2 ergodic conditions.

  • • Auteurs: S. Valère BITSEKI PENDA and Jean-François DELMAS.

    • Advances in applied probability, 2022

• Moderate deviation principles for bifurcating Markov chains: case of functions dependent of one variable

  • • Auteurs: S. Valère BITSEKI PENDA and Gorgui GACKOU.

    • ALEA, Lat. Am . J. Probab. Math. Stat. 19, 617-640 (2022)

• Central limit theorem for kernel estimator of invariant density in bifurcating Markov chains models

  • • Auteurs: S. Valère BITSEKI PENDA and Jean-François DELMAS.

    • Journal of Theoretical Probability (2022)

• Moderate deviation principles for kernel estimator of invariant density in bifurcating Markov chains

  • • Auteur: S. Valère BITSEKI PENDA.

    • Stochastic Processes and their Applications (2023)

• Kernel estimation of  the transition density in bifurcating Markov chains

  • • Auteur: S. Valère BITSEKI PENDA.

    • Journal of Statistical Planning and Inference (2024)

• Central limit theorem for bifurcating Markov chains: the mother-daughters triangles case

  • • Auteur: S. Valère BITSEKI PENDA.

    • Stochastics (2024)

• Explicit sub exponential rates of convergence for continuous time Markov processes. 

  • Auteurs: S. Valère BITSEKI PENDA and Xinyu WANG.