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How to determine the $u$ that maximizes $\frac{\left|\mu_{i}\mu_{i- u}\mu_{i+ u}\right|}{\mu_{i}}$?

For $u > 0$, I am trying to find $u$ that maximizes the following expression
$$\frac{\left|\mu_{i}\mu_{i- u}\mu_{i+ u}\right|}{\mu_{i}}$$ where $\mu_i$ is the i-th element of a stationary and ergodic sequence. I initially had the idea to write the fraction as $\frac{\left|\mu_{i}\mu_{i- u}\mu_{i+ u}\right|}{\mu_{i}^3}$, but obviously that is not correct.

A:

If $\mu$ is the characteristic function of $X$, then what you want is $u$ that maximizes $\left|\mu(t)\mu(-t)\mu(t+ u)\right|/\mu(t)$ over $t\in\mathbb R$. Thus, $u=\lceil T/2\rceil$ where $T=\sup|X|$, and you get $\sup_t\left|\mu(t)\mu(-t)\mu(t+\lceil T/2\rceil)\right|/\mu(t)$.

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