Extremal two-correlations of two-valued stationary one-dependent processes

Alberto Gandolfi, M. Keane, V. de Valk

Research output: Contribution to journalArticle

Abstract

The maximal value of the two-correlation for two-valued stationary one-dependent processes with fixed probability α of a single symbol is determined. We show that the process attaining this bound is unique except when α=1/2, when there are exactly two different processes. The analogous problem for minimal two-correlation is discussed, and partial results are obtained.

Original languageEnglish (US)
Pages (from-to)475-480
Number of pages6
JournalProbability Theory and Related Fields
Volume80
Issue number3
DOIs
StatePublished - Sep 1 1989

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ASJC Scopus subject areas

  • Statistics and Probability
  • Analysis
  • Mathematics(all)

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Extremal two-correlations of two-valued stationary one-dependent processes. / Gandolfi, Alberto; Keane, M.; de Valk, V.

In: Probability Theory and Related Fields, Vol. 80, No. 3, 01.09.1989, p. 475-480.

Research output: Contribution to journalArticle

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