Author:
Athreya Krishna B.,Pantula Sastry G.
Abstract
Let {Yn:n≧ 1} be a Harris-recurrent Markov chain on a general state space. It is shown that {Yn} is strong mixing, provided there exists a stationary probability distributionπ(·) for {Yn}. Necessary and sufficient conditions for an autoregressive process to be uniform mixing are given.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
6 articles.
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