One-dependent trigonometric determinantal processes are two-block-factors

Mathematics – Probability

Scientific paper

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Published at http://dx.doi.org/10.1214/009117904000000595 in the Annals of Probability (http://www.imstat.org/aop/) by the Ins

Scientific paper

10.1214/009117904000000595

Given a trigonometric polynomial f:[0,1]\to[0,1] of degree m, one can define
a corresponding stationary process {X_i}_{i\in Z} via determinants of the
Toeplitz matrix for f. We show that for m=1 this process, which is trivially
one-dependent, is a two-block-factor.

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