Abstract
as n---,oe. It should be noted that what we call strong mixing in this paper is a more stringent condition than what is ordinarily referred to as strong mixing, namely that P(A c~ zkB) ~P(A) P(B) as k ~ o o for any two measurable sets A, B. It is clear that strong mixing implies uniform ergodicity. In the case of stationary Markov sequences these conditions can be stated in another convenient form. If {X,} is a Markov sequence let d be the Borel field of measurable sets on the state space of the process. Let P ( , . ) be the one-step transition probability function of the Markov sequence and set
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
