Abstract
We compute the maximal and minimal value ofP[X N =X N+1=1] for fixedP[X N =1], where (X N ) N∈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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This research was supported by the Netherlands Foundation for Mathematics (S.M.C.) with financial aid from the Netherlands Organization for the Advancement of Pure Research (ZWO).
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De Valk, V. The maximal and minimal 2-correlation of a class of 1-dependent 0–1 valued processes. Israel J. Math. 62, 181–205 (1988). https://doi.org/10.1007/BF02787121
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DOI: https://doi.org/10.1007/BF02787121