Limit theorems for a higher order time dependent Markov chain model
Piotr Kokoszka,
Tim Kutta,
Deepak Singh
et al.
Abstract:The paper establishes a strong law of large numbers and a central limit theorem for a sequence of dependent Bernoulli random variables modeled as a higher order Markov chain. The model under consideration is motivated by problems in quality control where acceptability of an item depends on the past k acceptability scores. Moreover, the model introduces dependence that may evolve over time and thus advances the theory for models with time invariant dependence. We establish explicit assumptions that incorporate … Show more
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