“…This clearly evidences the compactness of our model, built on conditionally normal state variables observed during a state transition process that has been properly built: Finally, we have considered the normalized autocorrelation r x ½k defined in (7) and we have evaluated its asymptotical expected value (i.e.for large M). The result of the analysis is reported in (A.4) where we denote by R x ½m9 i,j the ði,jÞ element of the covariance matrix R x ½m, defined in (3) and computed as in (4). Let us point out that, while the index k runs over the ordered set of consecutive frames, the index m in R x ½m runs over the ordered set of consecutive GOPs.…”