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(Reference retrieved automatically from Web of Science through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

Some limit theorems for dependent Bernoulli random variables

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Gava, Renato J. [1] ; Rezende, Bruna L. F. [1]
Total Authors: 2
[1] UFSCAR Dept Estat, Rodovia Washington Luiz, Km 235, BR-13565905 Sao Carlos - Brazil
Total Affiliations: 1
Document type: Journal article
Source: Statistics & Probability Letters; v. 170, MAR 2021.
Web of Science Citations: 0

We consider a sequence of correlated Bernoulli variables whose probability of success of the current trial depends conditionally on the previous trials as a linear function of the sample mean. We extend the results of Zhang and Zhang (2015) by establishing an almost sure invariance principle and a weak invariance principle in a larger setting. Moreover, we also state a Gaussian fluctuation related to an almost sure and GP convergence for the model. (C) 2020 Elsevier B.V. All rights reserved. (AU)

FAPESP's process: 18/04764-9 - Random walks with unbounded memory
Grantee:Renato Jacob Gava
Support Opportunities: Scholarships abroad - Research
FAPESP's process: 17/10555-0 - Stochastic modeling of interacting systems
Grantee:Fabio Prates Machado
Support Opportunities: Research Projects - Thematic Grants