A Global Limit Theorem for the Sum of N-Markov Bernoulli Random Variables

Document Type : Original Article

Authors

1 Dep.of Mathematics, Faculty of Science, Ain Shams University

2 Dep.of Mathematics, Faculty of Education, Ain Shams University

Abstract

A limit theorem is proved, in the Lp space, for the sum of n-Markov Bernoulli random variables. This result is a generalization of Gharib and Yehia [3], the integral limit theorem of a sequence of chain dependent trials [4], and the Berry-Essen theorem of a sequence of independent and identically distributed random variables [5].

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