Basic Properties of Strong Mixing Conditions.
Technical rept. Sep 84-Aug 85,
NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC PROCESSES
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This is a survey of te basic properties of strong mixing conditions for sequences of random variables. The focus will be on the structural properties of these conditions, and not at all on limit theory. For a discussion of central limit theorems and related results under these conditions, the reader is referred to Peligrad or Iosifescu. This survey will be divided into eight sections as follows 1 Measures of dependence 2 Five strong mixing conditions 3 Mixing conditions for two or more sequences 4 Mixing conditions for Markov chains 5 Mixing conditions for Gaussian sequences 6 Some other special examples 7 The behavior of the dependence coefficients and 8 Approximation of mixing sequences by other random sequences. Additional keyword Stationary. Author
- Statistics and Probability