Summary
The set of limit distributions of row sums of a triangular array of Bernoulli random variables which is strictly stationary and m-dependent in each row is characterized. Necessary and sufficient conditions for the convergence of the row sums to a given limit distribution are found. The case of convergence to a Poisson distribution is given special attention.
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Hudson, W.N., Tucker, H.G. & Veeh, J.A. Limit distributions of sums of m-dependent Bernoulli random variables. Probab. Th. Rel. Fields 82, 9–17 (1989). https://doi.org/10.1007/BF00340009
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DOI: https://doi.org/10.1007/BF00340009
Keywords
- Stochastic Process
- Probability Theory
- Statistical Theory
- Poisson Distribution
- Limit Distribution