Autor(es)

Gava, Renato J. ^[1] ; Rezende, Bruna L. F. ^[1]

Afiliação do(s) autor(es)

^[1] UFSCAR Dept Estat, Rodovia Washington Luiz, Km 235, BR-13565905 Sao Carlos - Brazil

• Tipo de documento: Artigo Científico
• Fonte: Statistics & Probability Letters; v. 170, MAR 2021.
• Citações Web of Science: 0

Resumo

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)

• Processo FAPESP: 18/04764-9 - Passeios aleatórios com memória ilimitada
• Beneficiário: Renato Jacob Gava
• Modalidade de apoio: Bolsas no Exterior - Pesquisa
• Processo FAPESP: 17/10555-0 - Modelagem estocástica de sistemas interagentes
• Beneficiário: Fabio Prates Machado
• Modalidade de apoio: Auxílio à Pesquisa - Temático