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math.PR2025
Scaling Limit of Dependent Random Walk
Jeonghwa Lee
Recently, a generalized Bernoulli process (GBP) was developed as a stationary binary sequence that can have long-range dependence. In this paper, we find the scaling limit of a ran…
math.PR2022
Generalized Bernoulli Process and Fractional Binomial Distribution
Jeonghwa Lee
Recently, a generalized Bernoulli process (GBP) was developed as a stationary binary sequence whose covariance function obeys a power law. In this paper, we further develop general…