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...

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Bibliographic Details
Main Author: Doukhan, Paul
Format: eBook
Language:English
Published: New York, NY Springer New York 1994, 1994
Edition:1st ed. 1994
Series:Lecture Notes in Statistics
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