A New Mixing Condition
In this paper a new mixing condition for sequences of random variables is considered. This mixing condition is termed ÃƒÂ£-mixing. Whereas mixing conditions such as ÃƒÂ¡-mixing are typically defined in terms of entire ÃƒÂ³-fields of sets generated by random variables in the distant past and future, ÃƒÂ£-mixing is defined in terms of a smaller class of sets: the finite dimensional cylinder sets. This leads to a definition of mixing more general than those in current use. A Rosenthal inequality, law of large numbers, and functional central limit theorem are proved for ÃƒÂ£-mixing processes.
|Date of creation:||01 Sep 2007|
|Contact details of provider:|| Postal: Manor Rd. Building, Oxford, OX1 3UQ|
Web page: https://www.economics.ox.ac.uk/
More information through EDIRC
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Doukhan, Paul & Louhichi, Sana, 1999. "A new weak dependence condition and applications to moment inequalities," Stochastic Processes and their Applications, Elsevier, vol. 84(2), pages 313-342, December.