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 distribution π (·) 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
Reference14 articles.
1. Conditions for linear processes to be strong-mixing
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3. Glynn P. (1983) Unpublished Ph.D. Thesis, Stanford University. (Some parts available as M. R. C. Technical Reports, Univ. Wisconsin, Madison, WI 53706.)
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