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On the Decrease in Dependence with Lag for Stationary Markov Chains
Published online by Cambridge University Press: 27 July 2009
Abstract
Results and conditions that quantify the decrease in dependence with lag for stationary Markov chains are obtained. Notions of dependence that are used are the concordance or positive quadrant dependence ordering, measures of dependence based on ψ-divergences such as the relative entropy measure of dependence, and the Goodman-Kruskal measure of association. The general results are mainly for first-order Markov chains, but there are also some results for higher order Markov chains.
- Type
- Research Article
- Information
- Probability in the Engineering and Informational Sciences , Volume 8 , Issue 3 , July 1994 , pp. 385 - 401
- Copyright
- Copyright © Cambridge University Press 1994
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