Limit theorems for correlated Bernoulli random variables

Barry James; Kang James; Yongcheng Qi

doi:10.1016/j.spl.2008.01.104

Limit theorems for correlated Bernoulli random variables

Barry James, Kang James, Yongcheng Qi

Mathematics & Statistics

Research output: Contribution to journal › Article › peer-review

30 Scopus citations

Abstract

In this paper we study limit theorems for a class of correlated Bernoulli processes. We obtain the strong law of large numbers, central limit theorem and the law of the iterated logarithm for the partial sums of the Bernoulli random variables.

Original language	English (US)
Pages (from-to)	2339-2345
Number of pages	7
Journal	Statistics and Probability Letters
Volume	78
Issue number	15
DOIs	https://doi.org/10.1016/j.spl.2008.01.104
State	Published - Oct 15 2008

Bibliographical note

Funding Information:
Qi’s research was supported by NSF grant DMS 0604176.

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10.1016/j.spl.2008.01.104

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title = "Limit theorems for correlated Bernoulli random variables",

abstract = "In this paper we study limit theorems for a class of correlated Bernoulli processes. We obtain the strong law of large numbers, central limit theorem and the law of the iterated logarithm for the partial sums of the Bernoulli random variables.",

author = "Barry James and Kang James and Yongcheng Qi",

note = "Funding Information: Qi{\textquoteright}s research was supported by NSF grant DMS 0604176.",

year = "2008",

month = oct,

day = "15",

doi = "10.1016/j.spl.2008.01.104",

language = "English (US)",

volume = "78",

pages = "2339--2345",

journal = "Statistics and Probability Letters",

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publisher = "Elsevier B.V.",

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T1 - Limit theorems for correlated Bernoulli random variables

AU - James, Barry

AU - James, Kang

AU - Qi, Yongcheng

N1 - Funding Information: Qi’s research was supported by NSF grant DMS 0604176.

PY - 2008/10/15

Y1 - 2008/10/15

N2 - In this paper we study limit theorems for a class of correlated Bernoulli processes. We obtain the strong law of large numbers, central limit theorem and the law of the iterated logarithm for the partial sums of the Bernoulli random variables.

AB - In this paper we study limit theorems for a class of correlated Bernoulli processes. We obtain the strong law of large numbers, central limit theorem and the law of the iterated logarithm for the partial sums of the Bernoulli random variables.

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UR - http://www.scopus.com/inward/citedby.url?scp=52749088414&partnerID=8YFLogxK

U2 - 10.1016/j.spl.2008.01.104

DO - 10.1016/j.spl.2008.01.104

M3 - Article

AN - SCOPUS:52749088414

SN - 0167-7152

VL - 78

SP - 2339

EP - 2345

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

IS - 15

ER -

Limit theorems for correlated Bernoulli random variables

Abstract

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