A Stationary Rho-Mixing Markov Chain Which Is Not “Interlaced” Rho-Mixing

Richard C. Bradley ()
Additional contact information
Richard C. Bradley: Indiana University

Journal of Theoretical Probability, 2001, vol. 14, issue 3, 717-727

Abstract: Abstract A strictly stationary, countable-state Markov chain is constructed which is ρ-mixing (with arbitrarily fast mixing rate) but fails to be ρ*-mixing (“interlacedρ-mixing”).

Keywords: Markov chain; ρ-mixing; ρ*-mixing (search for similar items in EconPapers)
Date: 2001
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://link.springer.com/10.1023/A:1017545123473 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:jotpro:v:14:y:2001:i:3:d:10.1023_a:1017545123473

Ordering information: This journal article can be ordered from
https://www.springer.com/journal/10959

DOI: 10.1023/A:1017545123473

Access Statistics for this article

Journal of Theoretical Probability is currently edited by Andrea Monica

More articles in Journal of Theoretical Probability from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().