A Non-Clustering Property of Stationary Sequences
Zaman, Arif
Ann. Probab., Tome 12 (1984) no. 4, p. 193-203 / Harvested from Project Euclid
For a random sequence of events, with indicator variables $X_i$, the behavior of the expectation $E\{(X_k + \cdots + X_{k + m - 1})/(X_1 + \cdots + X_n)\}$ for $1 \leq k \leq k + m - 1 \leq n$ can be taken as a measure of clustering of the events. When the measure on the $X$'s is i.i.d., or even exchangeable, a symmetry argument shows that the expectation can be no more than $m/n$. When the $X$'s are constrained only to be a stationary sequence, the bound deteriorates, and depends on $k$ as well. When $m/n$ is small, the bound is roughly $2m/n$ for $k$ near $n/2$ and is like $(m/n) \log n$ for $k$ near 1 or $n$. The proof given is partly constructive, so these bounds are nearly achieved, even though there is room for improvement for other values of $k$.
Publié le : 1984-02-14
Classification:  Clustering,  stationary sequences,  cyclic sums,  60G10,  26D15
@article{1176993382,
     author = {Zaman, Arif},
     title = {A Non-Clustering Property of Stationary Sequences},
     journal = {Ann. Probab.},
     volume = {12},
     number = {4},
     year = {1984},
     pages = { 193-203},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176993382}
}
Zaman, Arif. A Non-Clustering Property of Stationary Sequences. Ann. Probab., Tome 12 (1984) no. 4, pp.  193-203. http://gdmltest.u-ga.fr/item/1176993382/