Asymptotics and Criticality for a Correlated Bernoulli Process

DOI10.1111/J.1467-842X.2004.00311.XzbMATH Open1088.60013OpenAlexW2068348317MaRDI QIDQ4665397FDOQ4665397

Christopher C. Heyde

Publication date: 11 April 2005

Published in: Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.2004.00311.x

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zbMATH Keywords

central limit theoremlong-range dependencemartingalesrates of convergencegeneralized binomial

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50)

Cited In (25)

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• Noise reinforced Lévy processes: Lévy-Itô decomposition and applications
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• Limit theorems for a higher order time dependent Markov chain model
• Obituary: Christopher Charles Heyde AM, DSc, FAA, FASSA
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• Correction to: ``How linear reinforcement affects Donsker's theorem for empirical processes
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• A complete characterization of a correlated Bernoulli process
• Limit behaviors for dependent Bernoulli variables
• The diffusion of opposite opinions in a randomly biased environment
• Limit theorems for a correlated moving window model
• Moments of the superdiffusive elephant random walk with general step distribution
• Some limit theorems for dependent Bernoulli random variables
• The limit theorems for a previous \(k\)-sum dependent model
• Limit theorems for dependent Bernoulli variables with statistical inference

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