Basic Properties of Strong Mixing Conditions.

Abstract

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)

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Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1985
Accession Number
ADA158740

Entities

People

  • R. C. Bradley

Organizations

  • University of North Carolina at Chapel Hill

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Classification
  • Data Science
  • Gaussian Processes
  • Markov Chains
  • Markov Processes
  • Mixing
  • North Carolina
  • Number Theory
  • Numbers
  • Probability
  • Random Variables
  • Security
  • Sequences
  • Stationary Processes
  • Statistics
  • Stochastic Processes
  • Surveys

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.