Aaronson, Jon; Gilat, David; Keane, Michael; de Valk, Vincent An algebraic construction of a class of one-dependent processes. (English) Zbl 0681.60038 Ann. Probab. 17, No. 1, 128-143 (1989). A discrete-time stochastic process \((X_ n)\) is called one-dependent if at any given time n, its past \((X_ k)_{k<n}\) is independent of its future \((X_ k)_{k>n}\). In contrast to the Markovian concept, no knowledge of the present value \(X_ n\) is assumed. An algebraic construction of stationary one-dependent two-valued stochastic processes is given which are not two-block factors of independent processes [see, e.g. S. Janson, ibid. 12, 805-816 (1984; Zbl 0545.60080 )]. Reviewer: G.Oprisian Cited in 2 ReviewsCited in 21 Documents MSC: 60G10 Stationary stochastic processes 28D05 Measure-preserving transformations 54H20 Topological dynamics (MSC2010) Keywords:algebraic construction; stationary one-dependent two-valued stochastic processes; two-block factors Citations:Zbl 0545.60080 PDF BibTeX XML Cite \textit{J. Aaronson} et al., Ann. Probab. 17, No. 1, 128--143 (1989; Zbl 0681.60038) Full Text: DOI OpenURL