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The high-order autocovariance structure of the telegraph wave

Published online by Cambridge University Press:  14 July 2016

Eric Renshaw*
Affiliation:
University of Edinburgh
*
Postal address: Department of Statistics, University of Edinburgh, King's Buildings, Mayfield Road, Edinburgh EH9 3JZ, UK.

Abstract

Exact expressions are developed for the nth order autocovariance structure of the telegraph wave, the integral of which defines a biased correlated random walk.

Type
Research Papers
Copyright
Copyright © Applied Probability Trust 1988 

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