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June 30th, 2010, 02:16 AM  #1 
Member Joined: May 2010 Posts: 47 Thanks: 0  Covariance and ?
Hello. Please spend some of your time help me understand what this equation is for http://yfrog.com/f/j2covariancewithprobabilig/ I understand that there is a covariance in this equation but I can not understand the part ar(t)sr(t),..., I remember that this "" has to do with probability one event will appear.. .So, in that case how should I understand the covariance? I would like to thank you in advance Best Regards Alex. 
July 3rd, 2010, 02:26 AM  #2 
Member Joined: Jun 2010 Posts: 80 Thanks: 0  Re: Covariance and ?
Hi, nice to meet you. it also looks like a markovchain : prob. the state to become alpha_s, knowing the previous states appeared as s1...sn ? 
July 15th, 2010, 04:19 AM  #3 
Member Joined: May 2010 Posts: 47 Thanks: 0  Re: Covariance and ?
I would like to thank you for your reply. I am sorry I didn't reply for so long period. Best Regards Alex 

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