On 1-dependent processes and \(k\)-block factors

DOI10.1214/aop/1176989014zbMath0788.60049OpenAlexW2022436302MaRDI QIDQ1317237

Marc Goulet, Ronald W. J. Meester, Robert M. jun. Burton

Publication date: 24 May 1994

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176989014

zbMATH Keywords

Markov chainstationary processblock factorsone-dependence

Mathematics Subject Classification ID

Related Items (19)

COPULA-BASED CHARACTERIZATIONS FOR HIGHER ORDER MARKOV PROCESSES ⋮ Mallows permutations and finite dependence ⋮ 1-dependent stationary sequences for some given joint distributions of two consecutive random variables ⋮ A characterization of \(m\)-dependent stationary infinitely divisible sequences with applications to weak convergence ⋮ FINITELY DEPENDENT COLORING ⋮ On two–block–factor sequences and one–dependence ⋮ Multiscale functional inequalities in probability: constructive approach ⋮ Split invariance principles for stationary processes ⋮ A note on r-processes ⋮ Approximations for two-dimensional discrete scan statistics in some block-factor type dependent models ⋮ Finitely dependent cycle coloring ⋮ One-dependent trigonometric determinantal processes are two-block-factors ⋮ On degenerate sums of m-dependent variables ⋮ General Bernstein-like inequality for additive functionals of Markov chains ⋮ Long paths and connectivity in 1‐independent random graphs ⋮ Shearer's point process, the hard-sphere model, and a continuum Lovász local lemma ⋮ When Janson meets McDiarmid: Bounded difference inequalities under graph-dependence ⋮ Finitely dependent processes are finitary ⋮ CLT with explicit variance for products of random singular matrices related to Hill’s equation

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