Abstract
A rigorous treatment is given for a construction via Markov chains of a binary (0–1) stationary homogeneous Markov random field on Z × Z. The resulting process possesses rather interesting properties. For example, its correlation structure is geometric and it may be easily simulated. Some of the results are rather unintuitive — indeed counter-intuitive — but their demonstration is straightforward involving only the most elementary properties of Markov chains.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
67 articles.
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