Equivalent mixing conditions for random fields (Q1317225): Difference between revisions

Let \(X_ t\), \(t \in R^ d\), \(d \geq 2\), be a strictly stationary random field, \(\| t \|\) be a Euclidean norm in \(R^ d\), \[ \alpha({\mathcal A},{\mathcal B})=\sup | P(AB)-P(A) P(B) |,\quad A \in {\mathcal A},B \in {\mathcal B}, \] \[ \rho({\mathcal A},{\mathcal B})=\sup | \text{corr} (V,W) |,\quad V \in {\mathcal L}_ 2({\mathcal A}),\;W \in{\mathcal L}_ 2({\mathcal B}), \] be a measure of dependence of \(\sigma\)-fields \({\mathcal A}\) and \({\mathcal B}\), \[ \alpha(s,T)=\alpha \bigl( \sigma (X_ t,t \in S),\;\sigma(X_ t,t \in T) \bigr),\quad \rho (S,T)=\rho \bigl( \sigma (X_ t,t \in S),\;\sigma (X_ t,t \in T) \bigr), \] \[ \alpha(r)=\sup \alpha(S,T),\quad \rho(r)=\sup \rho(S,T), \] where the suprema are taken over all pairs of disjoint closed half-spaces \(S\) and \(T\subset R^ d\), such that \(\text{dist} (S,T) \geq r\). Define also \(\alpha^*(r)=\sup \alpha(S,T)\), \(\rho^*(r)=\sup \rho (S,T)\) where \(S,T \subseteq R^ d\), \(\text{dist} (S,T) \geq r\) (there are no restrictions on the sets \(S\) and \(T\) except that they be nonempty). Then the following statements hold: (a) \(\alpha(r) \leq \rho(r) \leq 2 \pi \alpha(r)\); (b) \(\alpha (r)={1 \over 4}\) if and only if \(\rho(r)=1\); (c) \(\alpha^*(r) \leq \rho^*(r) \leq 2 \pi \alpha^*(r)\); (d) \(\alpha^*(r)={1 \over 4}\) if and only if \(\rho^*(r)=1\).