Generalized Bernoulli process with long-range dependence and fractional binomial distribution
Bernoulli process is a finite or infinite sequence of independent binary variables, Xi, i = 1, 2, · · ·, whose outcome is either 1 or 0 with probability P(Xi = 1) = p, P(Xi = 0) = 1 – p, for a fixed constant p ∈ (0, 1). We will relax the independence condition of Bernoulli variables, and develop a g...
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Main Author: | Lee Jeonghwa |
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Format: | article |
Language: | EN |
Published: |
De Gruyter
2021
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Subjects: | |
Online Access: | https://doaj.org/article/80bcbe01796e43418a2f60b347a0c3ed |
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