On a theorem of Rosenblatt

In a largely overlooked paper of Murray Rosenblatt from more than thirty years ago, it was shown that if a strictly stationary Markov chain satisfies "uniform ergodicity" as well as mixing (in the ergodic-theoretic sense), then it satisfies the (Rosenblatt) strong mixing condition. In this...

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Elmentve itt :
Bibliográfiai részletek
Szerző: Bradley Richard C.
Dokumentumtípus: Cikk
Megjelent: Bolyai Institute, University of Szeged Szeged 2009
Sorozat:Acta scientiarum mathematicarum 75 No. 1-2
Kulcsszavak:Matematika
Tárgyszavak:
Online Access:http://acta.bibl.u-szeged.hu/16306
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520 3 |a In a largely overlooked paper of Murray Rosenblatt from more than thirty years ago, it was shown that if a strictly stationary Markov chain satisfies "uniform ergodicity" as well as mixing (in the ergodic-theoretic sense), then it satisfies the (Rosenblatt) strong mixing condition. In this note, a strengthened version of that theorem will be presented. As a by-product, a couple of other, somewhat hidden, insights in that paper of Rosenblatt will be brought into sharper focus. 
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