Finite-state, stationary, \(\varphi\)-mixing processes which are not very weak Bernoulli with rate \(O(1/n)\) (Q1318335)

In the study of dependent stationary processes various measures for the degree of dependence are studied. Some of them have their origin in ergodic theory, like weak mixing, very weakly Bernoulli, weakly Bernoulli, and others in probability theory, e.g. strong mixing, \(\varphi\)-mixing, \(\psi\)-mixing. The present paper sheds new light on the relation between two of these dependence notion, namely \(\varphi\)-mixing and very weak Bernoulli with rate \(O(1/n)\) \((\text{VWB} O(1/n))\). \textit{D. Fiebig} [Trans. Am. Math. Soc. 338, No. 1, 479-493 (1993; Zbl 0783.60038)] proved that \(\text{VWB}O (1/n)\) processes with countable state space are \(\varphi\)-mixing. In the present paper, the authors provide an example of a two-state process that is \(\text{VWB}O (1/n)\), but not \(\varphi\)-mixing, thereby showing that \(\text{VWB}O (1/n)\) is strictly stronger than \(\varphi\)-mixing.