Mixing properties of harris chains and autoregressive processes
- 1 December 1986
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 23 (4) , 880-892
- https://doi.org/10.2307/3214462
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.Keywords
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