论文标题

在某些可能的混合速率组合上,严格固定,可逆的马尔可夫链

On some possible combinations of mixing rates for strictly stationary, reversible Markov chains

论文作者

Bradley, Richard C.

论文摘要

构建了一类示例,以表明,对于严格固定的马尔可夫链,在某些不可避免的紧密限制中,$ρ$混合的同时混合速率和强烈混合($α$ - 混合)条件可能是相当任意的。此处构造的示例具有附加的属性,即绝对规律性($β$ - 混合)条件的混合速率在恒定因素之内,用于强混合。

A class of examples is constructed to show that for strictly stationary Markov chains that are reversible, the simultaneous mixing rates for the $ρ$-mixing and strong mixing ($α$-mixing) conditions can be fairly arbitrary, within certain unavoidable tight restrictions. The examples constructed here have the added property that the mixing rate for the absolute regularity ($β$-mixing) condition is within a constant factor of that for strong mixing.

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