Equivalent mixing conditions for Markov chains
type: Item
instance of: scholarly article
title: Equivalent mixing conditions for Markov chains
zbMATH Open document ID: 0938.60054
DOI: 10.1016/S0167-7152(98)00143-6
published in: Statistics \& Probability Letters
publication date: 2000-06-07T00:00:00Z
review text: The author proves that for Markov chains the \(\psi\)-mixing condition introduced by \textit{J. R. Blum, D. L. Hanson} and \textit{L. H. Koopmans} [Z. Wahrscheinlichkeitstheorie Verw. Geb. 2, 1-11 (1963; Zbl 0117.35603)] and the \(\psi^\ast\)-mixing (or ``upper \(\psi\)-mixing'') condition are equivalent to each other. Moreover, a Markov chain is \(\psi^\ast\)-mixing if and only if its mixing coefficients become eventually smaller than 2.
reviewed by: Dirk Tasche
Mathematics Subject Classification ID: 60J05
Mathematics Subject Classification ID: 60J10
zbMATH DE Number: 1348357
zbMATH Keywords: Markov chain
zbMATH Keywords: \(\psi\)-mixing
zbMATH Keywords: \(\psi^\ast\)-mixing
author: Richard C. Bradley
MaRDI profile type: Publication
cites work: A limitation of Markov representation for stationary processes
cites work: On the strong law of large numbers for a class of stochastic processes
cites work: The Remainder in the Central Limit Theorem for Mixing Stochastic Processes
full work available at URL: s0167-7152(98)00143-6
OpenAlex ID: W2076859158
description: scientific article; zbMATH DE number 1348357