The Annals of Probability
- Ann. Probab.
- Volume 7, Number 1 (1979), 170-172.
Some Remarks on a Mixing Condition
Abstract
It is shown that the only stationary countable state Markov chains satisfying a mixing condition referred to as "of Markov type" are sequences of independent random variables.
Article information
Source
Ann. Probab., Volume 7, Number 1 (1979), 170-172.
Dates
First available in Project Euclid: 19 April 2007
Permanent link to this document
https://projecteuclid.org/euclid.aop/1176995160
Digital Object Identifier
doi:10.1214/aop/1176995160
Mathematical Reviews number (MathSciNet)
MR515825
Zentralblatt MATH identifier
0925.60052
JSTOR
links.jstor.org
Subjects
Primary: 60G10: Stationary processes
Secondary: 60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
Keywords
Mixing condition Markov chain independent random variables random process
Citation
Rosenblatt, M. Some Remarks on a Mixing Condition. Ann. Probab. 7 (1979), no. 1, 170--172. doi:10.1214/aop/1176995160. https://projecteuclid.org/euclid.aop/1176995160
Corrections
- See Correction: M. Rosenblatt. Note: Correction to "Some Remarks on a Mixing Condition". Ann. Probab., Vol. 7, Iss. 6 (1979), 1097.Project Euclid: euclid.aop/1176994907
