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Journal Article

Mixing Properties of Harris Chains and Autoregressive Processes

Krishna B. Athreya and Sastry G. Pantula
Journal of Applied Probability
Vol. 23, No. 4 (Dec., 1986), pp. 880-892
DOI: 10.2307/3214462
Stable URL: http://www.jstor.org/stable/3214462
Page Count: 13
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Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
Mixing Properties of Harris Chains and Autoregressive Processes
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Abstract

Let {Yn: n ≥ 1} be a Harris-recurrent Markov chain on a general state space. It is shown that {Yn} is strong mixing, provided there exists a stationary probability distribution π(·) for {Yn}. Necessary and sufficient conditions for an autoregressive process to be uniform mixing are given.

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