| Full text | |
| Author(s): |
Total Authors: 2
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| Affiliation: | [1] UFSCAR Dept Estat, Rodovia Washington Luiz, Km 235, BR-13565905 Sao Carlos - Brazil
Total Affiliations: 1
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| Document type: | Journal article |
| Source: | Statistics & Probability Letters; v. 170, MAR 2021. |
| Web of Science Citations: | 0 |
| Abstract | |
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 |