Mixing Properties of a Class of Bernoulli-Processes
Copyright policy )Mixing Properties of a Class of Bernoulli-Processes
We prove that stationary very weak Bernoulli processes with rate O ( 1 / n ) ( VWB O ( 1 / n ) ) O(1/n)\;({\text {VWB}}\,O(1/n)) are strictly very weak Bernoulli with rate O ( 1 / n ) O(1/n) . Furthermore we discuss the relation between VWB O ( 1 / n ) {\text {VWB}}\;O(1/n) and the classical mixing properties for countable state processes. In particular, we show that VWB O ( 1 / n ) {\text {VWB}}\,O(1/n) implies ϕ \phi -mixing.
- Heidelberg University Germany
Strong limit theorems, Stationary stochastic processes, invariance principles, weak Bernoulli processes, uniform mixing, Measure-preserving transformations, Topological dynamics, Markov chains (discrete-time Markov processes on discrete state spaces)
Strong limit theorems, Stationary stochastic processes, invariance principles, weak Bernoulli processes, uniform mixing, Measure-preserving transformations, Topological dynamics, Markov chains (discrete-time Markov processes on discrete state spaces)
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