Tossing evolving coins via a martingale perspective
1 : Facultad de Ciencias Físico Matemáticas [Puebla]
Joint work with Manuel Gonzalez Navarrete, Rodrigo Lambert and Arely Maldonado Azcona.
In this talk, the asymptotic analysis of a variant of the correlated Bernoulli process in which conditional success probability is dynamically weighted will be dissected through a discrete time martingale analysis.We will state: the almost sure central limit theorem,the convergence to even moments of Gaussian distribution and the functional central limit theorem which in turn implies the central limit theorem
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