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"Scott Wilber" <[EMAIL PROTECTED]> wrote ...
> Peter Fairbrother <[EMAIL PROTECTED]> wrote ...
> > Scott Wilber wrote
> >
> >> > snip..
> The autocorrelation function of a non-deterministic sequence will
> always decrease with increasing order. The decrease will either be
> monotonic or the function will oscillate, and the amplitude of the
> oscillations will decrease monotonically. This is proved by proving
> the behavior of the generalized autocorrelation function of the random
> process, including its measurement device - something I will not try
> to show in this setting.
>
> To the best of my knowledge, this theorem on non-deterministic
> sequences is original and has never been published before. But, its a
> big world and if anyone has seen this before, I would like to know.
>
> Could you be a little more substantive in your question?
>
> Scott
> >
> > What theorem are you referring to? I don't follow.
> >
> > -- Peter Fairbrother
(To Scott:)
Your "theorem" isn't true, as this counterexample shows:
Y_i = a*X_0 + b*X_(i+1) (a,b <> 0) (i = 0, 1, 2, ...),
where X_0, X_1, X_2, ... are nondegenerate iid on {0,1}.
The autocorrelation function for the Y-sequence is
R(0) = 1, R(k)(k > 0) = 1/(1 + b**2/a**2) = constant.
--
r.e.s.
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