Basic Properties of Strong Mixing Conditions. A Survey and Some Open Questions

Basic Properties of Strong Mixing Conditions. A Survey and Some Open Questions

2005 | Richard C. Bradley
This paper is an updated and supplemented version of the author's 1986 survey on basic properties of strong mixing conditions. It includes new discoveries and developments since the original paper, particularly focusing on "interlaced" strong mixing conditions where index sets are not restricted to "past" and "future." The survey covers measures of dependence, various strong mixing conditions, and their implications, as well as open problems in the field. The author discusses the hierarchy of mixing conditions, the asymmetry of $\phi$-mixing, and the relationship between different types of mixing conditions. The paper also explores the behavior of dependence coefficients for strictly stationary sequences, including possible limit values and conditions under which certain mixing properties hold. Additionally, it addresses the ergodic-theoretic sense of mixing, Harris recurrence, geometric ergodicity, and Doeblin's condition. The paper concludes with a discussion on the representation of sequences as instantaneous functions of Harris recurrent Markov chains and the existence of strictly stationary sequences that cannot be represented in this way.This paper is an updated and supplemented version of the author's 1986 survey on basic properties of strong mixing conditions. It includes new discoveries and developments since the original paper, particularly focusing on "interlaced" strong mixing conditions where index sets are not restricted to "past" and "future." The survey covers measures of dependence, various strong mixing conditions, and their implications, as well as open problems in the field. The author discusses the hierarchy of mixing conditions, the asymmetry of $\phi$-mixing, and the relationship between different types of mixing conditions. The paper also explores the behavior of dependence coefficients for strictly stationary sequences, including possible limit values and conditions under which certain mixing properties hold. Additionally, it addresses the ergodic-theoretic sense of mixing, Harris recurrence, geometric ergodicity, and Doeblin's condition. The paper concludes with a discussion on the representation of sequences as instantaneous functions of Harris recurrent Markov chains and the existence of strictly stationary sequences that cannot be represented in this way.
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