English, Article, Journal or magazine article edition: A New Mixing Condition Brendan K. Beare

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Physical Description
  • preprint
Language
  • English

Edition details

Title
  • A New Mixing Condition
Author
  • Brendan K. Beare
Physical Description
  • preprint
Notes
  • In this paper a new mixing condition for sequences of random variables is considered. This mixing condition is termed ?-mixing. Whereas mixing conditions such as ?-mixing are typically defined in terms of entire ?-fields of sets generated by random variables in the distant past and future, ?-mixing is defined in terms of a smaller class of sets: the finite dimensional cylinder sets. This leads to a definition of mixing more general than those in current use. A Rosenthal inequality, law of large numbers, and functional central limit theorem are proved for ?-mixing processes.
  • Mixing, Weak Dependence, Hardy-Krause Variation
  • RePEc:oxf:wpaper:348
Language
  • English
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