A Limite Theorem for the SUM of N Marko-Bernoulli Random Variables

Document Type : Original Article

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Abstract

Let XX2 be a Markov Bernoulli sequence with initial probabilities p of success and q-1-p of failure and probabilities q+pp. (1-p)p in the first row and (1-p)q.p+eq in the second row of the transition matrix. A uniform estimate for the speed of convergence in the central limit theorem for the distribution of S = X, is obtained.