A note on general sliding window processes
Dublin Core | PKP Metadata Items | Metadata for this Document | |
1. | Title | Title of document | A note on general sliding window processes |
2. | Creator | Author's name, affiliation, country | Noga Alon; Tel Aviv University; Israel |
2. | Creator | Author's name, affiliation, country | Ohad Noy Feldheim; Weizmann Institute of Sciences; Israel |
3. | Subject | Discipline(s) | |
3. | Subject | Keyword(s) | k-factor, d-dependent, de Bruijn, Ramsey |
3. | Subject | Subject classification | 60G07, 60C05 |
4. | Description | Abstract | Let $f:\mathbb{R}^k\to\mathbb{R}$ be a measurable function, and let ${(U_i)}_{i\in\mathbb{N}}$ be a sequence of i.i.d. random variables. Consider the random process $Z_i=f(U_{i},...,U_{i+k-1})$. We show that for all $\ell$, there is a positive probability, uniform in $f$, for $Z_1,...,Z_\ell$ to be monotone. We give upper and lower bounds for this probability, and draw corollaries for $k$-block factor processes with a finite range. The proof is based on an application of combinatorial results from Ramsey theory to the realm of continuous probability. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | USA-Israeli BSF grant, ISF grant, Hermann Minkowski Minerva Center for Geometry at Tel Aviv University,the Israeli I-Core program, Israel Science Foundation. |
7. | Date | (YYYY-MM-DD) | 2014-09-22 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
10. | Identifier | Uniform Resource Identifier | http://ecp.ejpecp.org/article/view/3341 |
10. | Identifier | Digital Object Identifier | 10.1214/ECP.v19-3341 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Communications in Probability; Vol 19 |
12. | Language | English=en | en |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
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