Stationary Gaussian processes on the vertices of the \(k\)-cube. (Q1416466)

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Stationary Gaussian processes on the vertices of the \(k\)-cube.
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    Stationary Gaussian processes on the vertices of the \(k\)-cube. (English)
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    14 December 2003
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    The space \(T=\{-1,1\}^k\) forms a group via component-wise multiplication. It is a metric space with Hamming distance \(d({\mathbf t}, {\mathbf s})\) equal to the number of components in which \({\mathbf t}\) and \({\mathbf s}\) differ. Define \(| {\mathbf t}| = d({\mathbf 1}, {\mathbf t})\). Let \(X\) be a zero mean Gaussian process on \(T\) and \(Z({\mathbf t})=X({\mathbf {u t}})\) for some \({\mathbf u}\). Then \(X\) is stationary if \(Z({\mathbf t})\) and \(X({\mathbf t})\) have the same distribution. Further define \(r({\mathbf t})= E X({\mathbf 1}) X({\mathbf t})\). The process \(X\) is isotropic if \(r({\mathbf t})\) depends only on \(|{\mathbf t}|\). The author analyzes the relationship between the parameters of a stationary process on \(T\) and the process restricted to a subgroup. Some special families of stationary processes are studied and closure properties of such families are established.
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    Bayesian design
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    fractional factorial
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    Gaussian process
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    isotropic process
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    stationary process
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