The maximal and minimal 2-correlation of a class of 1-dependent 0-1 valued processes (Q5903822)

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scientific article; zbMATH DE number 4080502
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The maximal and minimal 2-correlation of a class of 1-dependent 0-1 valued processes
scientific article; zbMATH DE number 4080502

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    The maximal and minimal 2-correlation of a class of 1-dependent 0-1 valued processes (English)
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    1988
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    We compute the maximal and minimal value of \(P[X_ N=X_{N+1}=1]\) for fixed \(P[X_ N=1]\), where \((X_ N)_{N\in Z}\) is a 0-1 valued 1- dependent process obtained by a coding of an i.i.d.-sequence of uniformly [0,1] distributed random variables with a subset of the unit square.
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    correlation inequalities
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