On the 𝜓-mixing condition for stationary random sequences
Open Access
- 1 January 1983
- journal article
- Published by American Mathematical Society (AMS) in Transactions of the American Mathematical Society
- Vol. 276 (1) , 55-66
- https://doi.org/10.1090/s0002-9947-1983-0684493-5
Abstract
For strictly stationary sequences of random variables two mixing conditions are studied which together form the ψ \psi -mixing condition. For the dependence coefficients associated with these two mixing conditions this article gives results on the possible limiting values and possible rates of convergence to these limits.Keywords
This publication has 3 references indexed in Scilit:
- Absolute regularity and functions of Markov chainsStochastic Processes and their Applications, 1983
- Examples of mixing sequencesDuke Mathematical Journal, 1976
- On the strong law of large numbers for a class of stochastic processesProbability Theory and Related Fields, 1963