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A rigorous treatment is given for a construction via Markov chains of a binary (0–1) stationary homogeneous Markov random field on Z × Z . The resulting process possesses rather interesting properties. For example, its correlation structure is geometric and it may be easily simulated. Some of the results are rather unintuitive — indeed counter-intuitive — but their demonstration is straightforward involving only the most elementary properties of Markov chains.
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David K. Pickard (Thu,) studied this question.
www.synapsesocial.com/papers/6a08fd622757fd3263d399ac — DOI: https://doi.org/10.2307/3213345
David K. Pickard
Journal of Applied Probability
Australian National University
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