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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1973 Volume 18, Issue 2, Pages 321–338 (Mi tvp4250)

This article is cited in 112 papers

Mixing Conditions for Markov Chains

Yu. A. Davydov

Leningrad

Abstract: In the paper, simple sufficient conditions are obtained for a homogeneous recurrent Markov chain with an arbitrary state space to possess the strong mixing property. These conditions enable constructing various examples of stationary processes with strong mixing property for which the central limit theorem fails to hold. For the examples constructed, the growth of the variance of partial sums and the decrease of the mixing coefficient are estimated.

Received: 25.01.1971


 English version:
Theory of Probability and its Applications, 1973, 18:2, 312–328

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