A Note on a Mixing Condition
نویسندگان
چکیده
منابع مشابه
A Note on Strong Mixing
The strong mixing property for a sequence of random variables is interesting in its own right. It is discussed that under what conditions the strong mixing property holds for linear stochastic processes and in particular ARMA processes. Then an example of Non-Strong mixing Autoregressive Processes is discussed here.
متن کاملA New Mixing Condition
In this paper a new mixing condition for sequences of random variables is considered. This mixing condition is termed γ-mixing. Whereas mixing conditions such as α-mixing are typically defined in terms of entire σ-fields of sets generated by random variables in the distant past and future, γ-mixing is defined in terms of a smaller class of sets: the finite dimensional cylinder sets. This leads ...
متن کاملA Note on the Gurov - Reshetnyak Condition
An equivalence between the Gurov-Reshetnyak GR(ε) and Muckenhoupt A∞ conditions is established. Our proof is extremely simple and works for arbitrary absolutely continuous measures. Throughout the paper, μ will be a positive measure on R absolutely continuous with respect to Lebesgue measure. Denote Ωμ(f ;Q) = 1 μ(Q) ∫ Q |f(x) − fQ,μ|dμ(x), fQ,μ = 1 μ(Q) ∫
متن کاملA Note on the Poénaru Condition
We observe that a finitely generated group satisfying the Poénaru condition P (2) is finitely presentable and has word problem solvable in exponential time.
متن کاملA Coarsening of the Strong Mixing Condition
Let {Xt : t ∈ Z} be a collection of random variables defined on some probability space (Ω,F , P ). Mixing conditions provide one way to formalize the notion that these random variables are only weakly dependent on one another. There are many ways to define mixing; the monographs by Doukhan [8] and Bradley [5] list five classical definitions. The oldest and most general of these is the α-mixing ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1980
ISSN: 0091-1798
DOI: 10.1214/aop/1176994735