Processing math: 100%

 

 

 

Blocking Transformations

We now define the blocking transformations. The idea is to take the mean of subsequent pair of elements from X and form a new vector X1. Continuing in the same way by taking the mean of subsequent pairs of elements of X1 we obtain X2, and so on. Define Xi recursively by:

(X0)k(X)k(Xi+1)k12((Xi)2k1+(Xi)2k)for all1id1