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This article is cited in 8 scientific papers (total in 8 papers)
Short Communications
On law bounds for mixing rates for a class of Markov processes
S. A. Klokov Omsk Branch of Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Science
Abstract:
Lower bounds of $\alpha$-mixing rate are established for
particular models from a class of stationary Markov processes
under recurrence conditions. The bounds are compared to previously
known upper bounds of $\beta$-mixing rate in cases of polynomial
and subexponential convergence. In the latter case, it is shown
that the bounds are sharp.
Keywords:
Markov process, recurrence, invariant measure, mixing coefficients, polynomial rate, subexponential rate.
Received: 14.10.2002 Revised: 23.05.2005
Citation:
S. A. Klokov, “On law bounds for mixing rates for a class of Markov processes”, Teor. Veroyatnost. i Primenen., 51:3 (2006), 600–607; Theory Probab. Appl., 51:3 (2007), 528–535
Linking options:
https://www.mathnet.ru/eng/tvp42https://doi.org/10.4213/tvp42 https://www.mathnet.ru/eng/tvp/v51/i3/p600
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