Equivalent mixing conditions for Markov chains (Q1304091): Difference between revisions

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Latest revision as of 09:00, 30 July 2024

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Equivalent mixing conditions for Markov chains
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    Equivalent mixing conditions for Markov chains (English)
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    7 June 2000
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    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.
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    Markov chain
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    \(\psi\)-mixing
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    \(\psi^\ast\)-mixing
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