Limit theorems for correlated Bernoulli random variables

Barry James, Kang James and Yongcheng Qi

Statistics & Probability Letters, 2008, vol. 78, issue 15, 2339-2345

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.

Date: 2008
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (8)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(08)00131-4
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:78:y:2008:i:15:p:2339-2345

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().