An algebraic construction of a class of one-dependent processes

From MaRDI portal
Publication:1823539

DOI10.1214/aop/1176991499zbMath0681.60038OpenAlexW1982711333MaRDI QIDQ1823539

Vincent de Valk, David Gilat, Michael S. Keane, Jon. Aaronson

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1214/aop/1176991499



Related Items

On regression representations of stochastic processes, Extremal two-correlations of two-valued stationary one-dependent processes, Domination by product measures, 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, Ranking graphs through hitting times of Markov chains, One-dependent colorings of the star graph, 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, On the structure of 1-dependent Markov chains, The maximal and minimal 2-correlation of a class of 1-dependent 0-1 valued processes, An addendum to ``A limitation of Markov representation for stationary processes, Close-packed dimers on the line: diffraction versus dynamical spectrum, Unnamed Item, One-dependent trigonometric determinantal processes are two-block-factors, Planar dynamical systems with pure Lebesgue diffraction spectrum, On degenerate sums of m-dependent variables, Long paths and connectivity in 1‐independent random graphs, Shearer's point process, the hard-sphere model, and a continuum Lovász local lemma, \(k\)-independent percolation on trees, Finitely dependent processes are finitary, CLT with explicit variance for products of random singular matrices related to Hill’s equation