April 2024 ON SOME POSSIBLE COMBINATIONS OF MIXING RATES FOR STRICTLY STATIONARY, REVERSIBLE MARKOV CHAINS
Richard C. Bradley
Rocky Mountain J. Math. 54(2): 387-406 (April 2024). DOI: 10.1216/rmj.2024.54.387

Abstract

A class of examples is constructed to show that for strictly stationary Markov chains that are reversible, the simultaneous mixing rates for the ρ-mixing and strong mixing (α-mixing) conditions can be fairly arbitrary, within certain unavoidable tight restrictions. The examples constructed here have the added property that the mixing rate for the absolute regularity (β-mixing) condition is within a constant factor of that for strong mixing.

Citation

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Richard C. Bradley. "ON SOME POSSIBLE COMBINATIONS OF MIXING RATES FOR STRICTLY STATIONARY, REVERSIBLE MARKOV CHAINS." Rocky Mountain J. Math. 54 (2) 387 - 406, April 2024. https://doi.org/10.1216/rmj.2024.54.387

Information

Received: 18 September 2022; Revised: 29 January 2023; Accepted: 10 February 2023; Published: April 2024
First available in Project Euclid: 7 May 2024

Digital Object Identifier: 10.1216/rmj.2024.54.387

Subjects:
Primary: 60G10 , 60J10

Keywords: absolute regularity , reversible Markov chain , Strictly stationary , Strong mixing , ρ-mixing

Rights: Copyright © 2024 Rocky Mountain Mathematics Consortium

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Vol.54 • No. 2 • April 2024
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