dependence detection 1markov chain analysis 1overlapping windows 1sliding-window statistics 1spectral decomposition 1trend detection 1
From the 1 of 2 linked papers with an AI index.
2 papers
math.PR2026
Block-hierarchical covariance decompositions for finite-block additive functionals
Abbas Alhakim
We study additive functionals of stationary Markov chains whose observables depend on a fixed finite block of consecutive states. Such block observables arise naturally in sliding-…
math.ST2026
Overlapping window tests for correlation and trend
Abbas Alhakim
The paper presents a general framework for constructing overlapping sliding‑window statistics to detect dependence and trends, using Markov chain and spectral analysis to decompose…