Article ID Journal Published Year Pages File Type
1154560 Statistics & Probability Letters 2008 6 Pages PDF
Abstract
This paper deals with η-mixing, a notion defined in [Kontorovich, Leonid, Ramanan, Kavita, 2008. Concentration inequalities for dependent random variables via the martingale method. Ann. Probab. (in press)], which is closely related to ϕ-mixing. We show that there exist measures on finite sequences with essentially arbitrary η-mixing coefficients, as well as processes with arbitrarily slow mixing rates.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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