Extremal two-correlations of two-valued stationary one-dependent processes

A. Gandolfi; M. Keane; V. de Valk

doi:10.1007/BF01794435

Extremal two-correlations of two-valued stationary one-dependent processes

A. Gandolfi, M. Keane, V. de Valk

Mathematics

Research output: Contribution to journal › Article › peer-review

Abstract

The maximal value of the two-correlation for two-valued stationary one-dependent processes with fixed probability α of a single symbol is determined. We show that the process attaining this bound is unique except when α=1/2, when there are exactly two different processes. The analogous problem for minimal two-correlation is discussed, and partial results are obtained.

Original language	English (US)
Pages (from-to)	475-480
Number of pages	6
Journal	Probability Theory and Related Fields
Volume	80
Issue number	3
DOIs	https://doi.org/10.1007/BF01794435
State	Published - Sep 1989

ASJC Scopus subject areas

Analysis
Statistics and Probability
Statistics, Probability and Uncertainty

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10.1007/BF01794435

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abstract = "The maximal value of the two-correlation for two-valued stationary one-dependent processes with fixed probability α of a single symbol is determined. We show that the process attaining this bound is unique except when α=1/2, when there are exactly two different processes. The analogous problem for minimal two-correlation is discussed, and partial results are obtained.",

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AB - The maximal value of the two-correlation for two-valued stationary one-dependent processes with fixed probability α of a single symbol is determined. We show that the process attaining this bound is unique except when α=1/2, when there are exactly two different processes. The analogous problem for minimal two-correlation is discussed, and partial results are obtained.

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Extremal two-correlations of two-valued stationary one-dependent processes

Abstract

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