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Every "lower psi-mixing" Markov chain is "interlaced rho-mixing"

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  • Bradley, Richard C.

Abstract

If a Markov chain satisfies a certain condition that is slightly weaker than [Psi]-mixing, then it also satisfies (with exponential mixing rate) the "interlaced [varrho]-mixing" condition.

Suggested Citation

  • Bradley, Richard C., 1997. "Every "lower psi-mixing" Markov chain is "interlaced rho-mixing"," Stochastic Processes and their Applications, Elsevier, vol. 72(2), pages 221-239, December.
    • Handle: RePEc:eee:spapps:v:72:y:1997:i:2:p:221-239
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    References listed on IDEAS

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    1. Bradley, Richard C., 1996. "A covariance inequality under a two-part dependence assumption," Statistics & Probability Letters, Elsevier, vol. 30(4), pages 287-293, November.
    2. Bradley, Richard C. & Bryc, Wlodzimierz, 1985. "Multilinear forms and measures of dependence between random variables," Journal of Multivariate Analysis, Elsevier, vol. 16(3), pages 335-367, June.
    3. Bryc, Wlodzimierz, 1992. "On large deviations for uniformly strong mixing sequences," Stochastic Processes and their Applications, Elsevier, vol. 41(2), pages 191-202, June.
    4. Bradley, Richard C., 1989. "A caution on mixing conditions for random fields," Statistics & Probability Letters, Elsevier, vol. 8(5), pages 489-491, October.
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    Cited by:

    1. Richard C. Bradley, 2001. "A Stationary Rho-Mixing Markov Chain Which Is Not “Interlaced” Rho-Mixing," Journal of Theoretical Probability, Springer, vol. 14(3), pages 717-727, July.
    2. Xuejun Wang & Yi Wu & Shuhe Hu, 2019. "The Berry–Esseen bounds of the weighted estimator in a nonparametric regression model," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(5), pages 1143-1162, October.
    3. Magda Peligrad & Allan Gut, 1999. "Almost-Sure Results for a Class of Dependent Random Variables," Journal of Theoretical Probability, Springer, vol. 12(1), pages 87-104, January.
    4. Souissi, Abdessatar & Soueidy, El Gheteb & Barhoumi, Abdessatar, 2023. "On a ψ-Mixing property for Entangled Markov Chains," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 613(C).
    5. Longla, Martial, 2015. "On mixtures of copulas and mixing coefficients," Journal of Multivariate Analysis, Elsevier, vol. 139(C), pages 259-265.

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    Keywords

    60J10 60G07 Markov chain [Psi]'-Mixing [varrho]*-Mixing;

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