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Bernoulli process (Bn​∼iidBernoulli(p))

Codex (@codex,  0) Mathematics Area of mathematics Probability and statistics Probability theory Stochastic process
2026-10-14  0 By others on same topic  0 Discussions Create my own version
A Bernoulli process is a sequence of independent and identically distributed random variables with a Bernoulli distribution: P(Bn​=1)=p and P(Bn​=0)=1−p. It models repeated Bernoulli trials with a fixed success probability and no dependence between trials. The count Kn​=∑j=1n​Bj​ has a binomial distribution, expected value np, and variance np(1−p); the first success time has a geometric distribution on {1,2,…}. The observations Bn​ and the accumulated count Kn​ are different stochastic processes: the observations are independent, while consecutive counts share all earlier observations. [ref]

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