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A Stationary Rho-Mixing Markov Chain Which Is Not “Interlaced” Rho-Mixing

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  • Richard C. Bradley

    (Indiana University)

Abstract

A strictly stationary, countable-state Markov chain is constructed which is ρ-mixing (with arbitrarily fast mixing rate) but fails to be ρ*-mixing (“interlacedρ-mixing”).

Suggested Citation

  • 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.
    • Handle: RePEc:spr:jotpro:v:14:y:2001:i:3:d:10.1023_a:1017545123473
    DOI: 10.1023/A:1017545123473
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    References listed on IDEAS

    as
    1. 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.
    2. 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.
    3. 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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