Dependence and mixing for perturbations of copula-based Markov chains

This paper explores the impact of perturbations copulas on dependence properties Markov chains they generate. We use an observation that is valid for convex combinations to establish sufficient conditions mixing coefficients ρn, αn and some other measures association. New copula families are derived based their multivariate analogs n-copulas provided in general. Several can be constructed from framework.