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Extremal two-correlations of two-valued stationary one-dependent processes. (English) Zbl 0638.60056
The maximal value of the two-correlation for two-valued stationary one- dependent processes with fixed probability \(\alpha\) of a single symbol is determined. We show that the process attaining this bound is unique except when \(\alpha =\), when there are exactly two different processes. The analogous problem for minimal two-correlation is discussed, and partial results are obtained.

MSC:
60G10 Stationary stochastic processes
28D05 Measure-preserving transformations
05B20 Combinatorial aspects of matrices (incidence, Hadamard, etc.)
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