Mixing Properties and Examples
Mixing is concerned with the analysis of dependence between sigma-fields defined on the same underlying probability space. It provides an important tool of analysis for random fields, Markov processes, central limit theorems as well as being a topic of current research interest in its own right. The...
Main Author: | |
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Format: | eBook |
Language: | English |
Published: |
New York, NY
Springer New York
1994, 1994
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Edition: | 1st ed. 1994 |
Series: | Lecture Notes in Statistics
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Subjects: | |
Online Access: | |
Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of Contents:
- 1. General properties
- 1.1. Dependence of ?-fields
- 1.2. Basic tools
- 1.3. Mixing
- 1.4. Tools
- 1.5. Central limit theorem
- 2. Examples
- 2.1. Gaussian random fields
- 2.2. Gibbs fields
- 2.3. Linear fields
- 2.4. Markov processes
- 2.5. Continuous time processes