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Bernoulli Processes with Non-Positive Correlations
Authors:Ji?í Anděl
Institution:Department of Probability and Mathematical Statistics , Charles University in Prague , Prague, Czech Republic
Abstract:We deal with sequences of dependent Bernoulli variables with non positive correlations. Some special models for 1-dependent and 2-dependent 0–1 valued variables are analyzed, namely Bernoulli variables obtained by clipping a linear combination of iid variables. Formulas describing dependence of their correlation function on the clipping parameters are derived. The lower bound for the sum of autocorrelations of Bernoulli variables obtained by clipping a Gaussian process is provided.
Keywords:Bernoulli variables  Clipping  Negatively dependent variables  Two-block-factors  0–1 valued variables
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