Chen, Robert; Goodman, Richard; Zame, Alan - In: Journal of Multivariate Analysis 14 (1984) 2, pp. 221-230
For fixed p (0 <= p <= 1), let {L0, R0} = {0, 1} and X1 be a uniform random variable over {L0, R0}. With probability p let {L1, R1} = {L0, X1} or = {X1, R0} according as ; with probability 1 - p let {L1, R1} = {X1, R0} or = {L0, X1} according as , and let X2 be a uniform random variable over {L1, R1}. For n >= 2, with probability p let {Ln, Rn} = {Ln - 1, Xn} or = {Xn, Rn - 1} according as , with probability 1 - p let {Ln, Rn} = {Xn, Rn - 1} or = {Ln - 1, Xn} according as , and let Xn + 1 be a uniform random variable over {Ln, Rn}. By this iterated procedure, a random sequence {Xn}n =...</=>
