On sums of overlapping products of independent Bernoulli random variables (Q2722161)

Independent Bernoulli random variables with the same distribution \(1/(\mu+n-1),\) where \(\mu\geq 1\) is a fixed real-valued parameter, are considered. The random sums of overlapping products of these variables are introduced along with the remainder \(N_{l}:=\sum_{n=l}^{\infty}X_{n}X_{n+l},\) \(l\in {\mathbb N}.\) In fact, by the monotone convergence theorem \(E(N_{l})<\infty\) and so \(E(N_{l})=1/l\) in the particular case \(\mu=1\) for every \(l\in {\mathbb N}\). The aim of this note is to determine the distribution of \(N_{l}\) for all \(l\in {\mathbb N}.\) The exact distribution of an arbitrary remainder of infinite sum of the overlapping products of a sequence of independent Bernoulli random variables is found.