Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154560 | Statistics & Probability Letters | 2008 | 6 Pages |
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 Ï-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
Leonid (Aryeh) Kontorovich,