On law bounds for mixing rates for a class of Markov processes
Teoriâ veroâtnostej i ee primeneniâ, Tome 51 (2006) no. 3, pp. 600-607
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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, subexponential rate.
Mots-clés : polynomial rate
Mots-clés : polynomial rate
@article{TVP_2006_51_3_a9,
author = {S. A. Klokov},
title = {On law bounds for mixing rates for a class of {Markov} processes},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {600--607},
publisher = {mathdoc},
volume = {51},
number = {3},
year = {2006},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2006_51_3_a9/}
}
S. A. Klokov. On law bounds for mixing rates for a class of Markov processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 51 (2006) no. 3, pp. 600-607. http://geodesic.mathdoc.fr/item/TVP_2006_51_3_a9/