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 (11)

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

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