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

DOI10.1007/BF01794435zbMath0638.60056OpenAlexW2009837068MaRDI QIDQ1099497

Michael S. Keane, Alberto Gandolfi, Vincent de Valk

Publication date: 1989

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01794435

zbMATH Keywords

two-block factorone-dependent processestwo-correlation

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Combinatorial aspects of matrices (incidence, Hadamard, etc.) (05B20) Measure-preserving transformations (28D05)

Related Items

On regression representations of stochastic processes, Mallows permutations and finite dependence, FINITELY DEPENDENT COLORING, On two–block–factor sequences and one–dependence, The maximal and minimal 2-correlation of a class of 1-dependent 0-1 valued processes, Short proofs of Khintchine-type inequalities for zero-one matrices, The maximal and minimal 2-correlation of a class of 1-dependent 0-1 valued processes, Unnamed Item, Bernoulli Processes with Non-Positive Correlations, SIR epidemics on a scale-free spatial nested modular network, Partially Independent Random Variables

Cites Work

• Unnamed Item
• An algebraic construction of a class of one-dependent processes
• Rearrangements of \((0,-1)\) matrices
• The maximal and minimal 2-correlation of a class of 1-dependent 0-1 valued processes