A stationary rho-mixing Markov chain which is not ``interlaced rho-mixing

DOI10.1023/A:1017545123473zbMath0995.60066OpenAlexW197206222MaRDI QIDQ5952039

Richard C. jun. Bradley

Publication date: 23 October 2002

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1017545123473

zbMATH Keywords

Markov chain\(\rho\)-mixing\(\rho^*\)-mixing

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (7)

A Note on the Berry--Esseen Bounds for $\rho$-Mixing Random Variables and Their Applications ⋮ Asymptotic properties of wavelet-based estimator in nonparametric regression model with weakly dependent processes ⋮ Strong consistency of estimators in partially linear models for longitudinal data with mixing-dependent structure ⋮ On the strong law of large numbers for \(\phi\)-mixing and \(\rho\)-mixing random variables ⋮ The Berry--Esseen Bound for $\rho$-Mixing Random Variables and Its Applications in Nonparametric Regression Model ⋮ On mixing properties of some INAR models ⋮ On permutations of Hardy-Littlewood-Pólya sequences

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