On two–block–factor sequences and one–dependence

DOI10.1090/S0002-9939-96-03094-8zbMath0843.60036OpenAlexW1488964576MaRDI QIDQ4875580

František Matúš

Publication date: 13 August 1996

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9939-96-03094-8

zbMATH Keywords

Markov chainsweak topologystationary sequencestwo-block-factorssuperdiagonalpartially exchangeable arrays

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stationary stochastic processes (60G10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (4)

COPULA-BASED CHARACTERIZATIONS FOR HIGHER ORDER MARKOV PROCESSES ⋮ Mallows permutations and finite dependence ⋮ TESTING FOR THE MARKOV PROPERTY IN TIME SERIES ⋮ FINITELY DEPENDENT COLORING

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Some new representations in bivariate exchangeability
• Extremal two-correlations of two-valued stationary one-dependent processes
• Representations for partially exchangeable arrays of random variables
• On the structure of 1-dependent Markov chains
• On 1-dependent processes and \(k\)-block factors
• An algebraic construction of a class of one-dependent processes
• Limit theorems for weakly exchangeable arrays

This page was built for publication: On two–block–factor sequences and one–dependence