Timeline for Autocorrelation of a ±1-valued random process with certain statistics
Current License: CC BY-SA 2.5
8 events
| when toggle format | what | by | license | comment | |
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| Jan 5, 2011 at 17:19 | vote | accept | James Hsieh | ||
| Jan 5, 2011 at 17:14 | comment | added | James Hsieh | Hi Didier -- thank you very much for your reply. I've edited my original question to include the more general one. | |
| Jan 5, 2011 at 17:12 | history | edited | James Hsieh | CC BY-SA 2.5 |
Improved description.; Post Made Community Wiki
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| Jan 5, 2011 at 13:32 | comment | added | James Hsieh | I could be wrong about the independence (and thanks for thinking about this). I was thinking that the switches are not independent in the sense of a Poisson process. Thank you, Didier, for the answer below. Is there are reference you could point me to? Also, is it possible to generalize this in the case where f is composed with not the sgn function, but the function $h(u) = \erf(\alpha u)$ (i.e., $g(t) = h(f(t))$). For large \alpha, this approaches the case above. Is there a simple form for the autocorrelation of g in general? Thank you. | |
| Jan 5, 2011 at 8:57 | history | edited | Anton Geraschenko | CC BY-SA 2.5 |
fixed tex in title
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| Jan 5, 2011 at 6:49 | answer | added | Did | timeline score: 4 | |
| Jan 5, 2011 at 6:28 | comment | added | sleepless in beantown | Why do you make the statement or the claim that the switches are not independent here? Obviously, switches between $+1$ alternate with $-1$, so in one sense of sequence alone with disregard to the time between the sign changes there is a predictable component: $+1$ follows $-1$ follows $+1$... However, the time interval between the sign changes is still a random variable, isn't it? Also, the $\LaTeX$ command you want for $\pm$ is \pm, not \plusminus | |
| Jan 5, 2011 at 4:57 | history | asked | James Hsieh | CC BY-SA 2.5 |