November 3, 2005
This is an update of, and a supplement to, a 1986 survey paper by the author on basic properties of strong mixing conditions.
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In this note, we provide with a simple example to show a defect in the definition of the geometric mixing scale, and then introduce an improved scale, called as the strong geometric mixing scale. The main theorem in this note is the equivalence between geometric mixing scale, strong geometric mixing scale and functional mixing scale, in the sense of weak convergences.
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We prove a strong law of large numbers for a class of strongly mixing processes. Our result rests on recent advances in understanding of concentration of measure. It is simple to apply and gives finite-sample (as opposed to asymptotic) bounds, with readily computable rate constants. In particular, this makes it suitable for analysis of inhomogeneous Markov processes. We demonstrate how it can be applied to establish an almost-sure convergence result for a class of models that...
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Our purpose is to obtain a very effective and general method to prove that certain $C_0$-semigroups admit invariant strongly mixing measures. More precisely, we show that the Frequent Hypercyclicity Criterion for $C_0$-semigroups ensures the existence of invariant mixing measures with full support. We will several examples, that range from birth-and-death models to the Black-Scholes equation, which illustrate these results.
June 13, 2021
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