On the structure of 1-dependent Markov chains
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Publication:1194480
DOI10.1007/BF01060435zbMath0754.60070MaRDI QIDQ1194480
Michael S. Keane, David Gilat, Jon. Aaronson
Publication date: 27 September 1992
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Related Items (12)
COPULA-BASED CHARACTERIZATIONS FOR HIGHER ORDER MARKOV PROCESSES ⋮ Mallows permutations and finite dependence ⋮ 1-dependent stationary sequences for some given joint distributions of two consecutive random variables ⋮ TESTING FOR THE MARKOV PROPERTY IN TIME SERIES ⋮ A characterization of \(m\)-dependent stationary infinitely divisible sequences with applications to weak convergence ⋮ Ranking graphs through hitting times of Markov chains ⋮ FINITELY DEPENDENT COLORING ⋮ On two–block–factor sequences and one–dependence ⋮ One-dependent trigonometric determinantal processes are two-block-factors ⋮ Shearer's point process, the hard-sphere model, and a continuum Lovász local lemma ⋮ Finitely dependent processes are finitary ⋮ Partially Independent Random Variables
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