Basic Properties of Strong Mixing Conditions. A Survey and Some Open Questions

We show that in a separable infinite dimensional Hilbert space, uniform integrability of the square of the norm of normalized partial sums of a strictly stationary sequence, together with a strong mixing condition, does not guarantee the central limit theorem.

In 1949, V.A. Rokhlin introduced new invariants for measure-preserving transformations, called k-fold mixing. Does mixing imply k-fold mixing? -- this problem remains open. We recall shortly some results and discuss related problems.

Various topics in stochastic processes have been considered in the abstract setting of Riesz spaces, for example martingales, martingale convergence, ergodic theory, AMARTS, Markov processes and mixingales. Here we continue the relaxation of conditional independence begun in the study of mixingales and study mixing processes. The two mixing coefficients which will be considered are the $\alpha$ (strong) and $\varphi$ (uniform) mixing coefficients. We conclude with mixing ineq...

We derive strong mixing conditions for many existing discrete-valued time series models that include exogenous covariates in the dynamic. Our main contribution is to study how a mixing condition on the covariate process transfers to a mixing condition for the response. Using a coupling method, we first derive mixing conditions for some Markov chains in random environments, which gives a first result for some autoregressive categorical processes with strictly exogenous regress...

Recently, two stronger versions of dynamical properties have been introduced and investigated: strong topological transitivity, which is a stronger version of the topological transitivity property, and hypermixing, which is a stronger version of the mixing property. We continue the investigation of these notions with two main results. First, we show there are dynamical systems which are strongly topologically transitive but not weakly mixing. We then show that on $\ell^p$ or ...

In this paper we obtain a Bernstein type inequality for a class of weakly dependent and bounded random variables. The proofs lead to a moderate deviations principle for sums of bounded random variables with exponential decay of the strong mixing coeficients that complements the large deviation result obtained by Bryc and Dembo (1998) under superexponential mixing rates.

This paper provides a bound for the supremum of sample averages over a class of functions for a general class of mixing stochastic processes with arbitrary mixing rates. Regardless of the speed of mixing, the bound is comprised of a concentration rate and a novel measure of complexity. The speed of mixing, however, affects the former quantity implying a phase transition. Fast mixing leads to the standard root-n concentration rate, while slow mixing leads to a slower concentra...

We establish an abstract, effective large deviations type estimate for Markov systems satisfying a weak form of strong mixing. We employ this result to derive such estimates, as well as a central limit theorem, for the skew product encoding a random torus translation, a model we call a mixed random-quasiperiodic dynamical system. This abstract scheme is applicable to many other types of skew product dynamics.

We give rates of convergence in the strong invariance principle for stationary sequences satisfying some projective criteria. The conditions are expressed in terms of conditional expectations of partial sums of the initial sequence. Our results apply to a large variety of examples, including mixing processes of different kinds. We present some applications to symmetric random walks on the circle, to functions of dependent sequences, and to a reversible Markov chain.

We prove a strong invariance principle for the Kantorovich distance between the empiricaldistribution and the marginal distribution of stationary $\alpha$-mixing sequences.