Publication at Faculty of Mathematics and Physics |
2010
Abstract
Sequences of dependent Bernoulli variables with non-positive correlations are investigated. Some special models are analyzed, namely Bernoulli variables obtained by clipping a linear combination of variables.
Formulas describing dependence of their correlations function on the clipping parameters are derived. The lower bound for the sum of autocorrelations of Bernoulli variables obtained by clipping a Gaussian process is provided.