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Master's Dissertation
DOI
https://doi.org/10.11606/D.104.2019.tde-29082019-144638
Document
Author
Full name
Ricardo de Carli Novaes
Institute/School/College
Knowledge Area
Date of Defense
Published
São Carlos, 2019
Supervisor
Committee
Salasar, Luis Ernesto Bueno (President)
Coletti, Cristian Favio
Diniz, Marcio Alves
Title in Portuguese
Processo de Bernoulli correlacionado
Keywords in Portuguese
Lei do Logaritmo iterado
Lei forte dos grandes números
Processo de Bernoulli correlacionado
Abstract in Portuguese
O processo de Bernoulli independente, que nada mais é que uma sequência de variáveis aleatórias independentes com distribuição Bernoulli, já é amplamente conhecido na literatura estatística. Esta dissertação lida com uma generalização de tal processo: o processo de Bernoulli correlacionado, isto é, variáveis aleatórias Bernoulli dependentes em que a probabilidade de sucesso num determinado instante n+1 é uma função linear do número de sucessos até o instante n. Para este modelo, apresentamos a Lei Forte dos Grandes Números, o Teorema Central do Limite e a Lei do Logaritmo Iterado.
Title in English
Correlated Bernoulli process
Keywords in English
Central limit theorem
Correlated Bernoulli process
Law of the iterated logarithm
Strong law of the large numbers
Abstract in English
The independent Bernoulli process, which is a sequence of independent Bernoulli random variables, is already widely known in the statistical literature. This masters thesis works with a generalization of this process: the correlated Bernoulli process, that is, dependent Bernoulli random variables in which the probabilityof success at time n+1 is a linear function of the number of successes until time n. For this model, we present the Strong Law of Large Numbers, the Central Limit Theorem and Law of the Iterated Logarithm.
 
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Publishing Date
2019-10-16
 
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