Exponential decay of pairwise correlation in Gaussian graphical models with an equicorrelational one-dimensional connection pattern

Guillaume Marrelec; Alain Giron; Laura Messio

doi:10.1016/j.spl.2020.109016

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arXiv · 2011.14614

Exponential decay of pairwise correlation in Gaussian graphical models with an equicorrelational one-dimensional connection pattern

Guillaume Marrelec·Alain Giron·Laura Messio

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Abstract

We consider Gaussian graphical models associated with an equicorrelational and one-dimensional conditional independence graph. We show that pairwise correlation decays exponentially as a function of distance. We also provide a limit when the number of variables tend to infinity and quantify the difference between the finite and infinite cases.

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BibTeX RIS

Guillaume Marrelec, Alain Giron, Laura Messio. 2020-11-30. Exponential decay of pairwise correlation in Gaussian graphical models with an equicorrelational one-dimensional connection pattern. https://doi.org/10.1016/j.spl.2020.109016

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