The Annals of Probability

A Note on a Mixing Condition

Richard C. Bradley, Jr.

Full-text: Open access

Abstract

The only strictly stationary random sequences satisfying a certain mixing condition are the sequences of independent, identically distributed rv's.

Article information

Source
Ann. Probab., Volume 8, Number 3 (1980), 636-638.

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aop/1176994735

Digital Object Identifier
doi:10.1214/aop/1176994735

Mathematical Reviews number (MathSciNet)
MR573301

Zentralblatt MATH identifier
0444.60032

JSTOR
links.jstor.org

Subjects
Primary: 60G10: Stationary processes
Secondary: 60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

Keywords
Mixing condition strictly stationary

Citation

Bradley, Richard C. A Note on a Mixing Condition. Ann. Probab. 8 (1980), no. 3, 636--638. doi:10.1214/aop/1176994735. https://projecteuclid.org/euclid.aop/1176994735


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