# Questions tagged [mixing]

For questions about mixing in ergodic or probability theory.

102 questions
Filter by
Sorted by
Tagged with
19 views

### Time inhomogeneous Markov Chain

I am currently studying a time inhomogeneous Markov chain with the following behavior: There exists an underlying irreducible, aperiodic and reversible Markov Chain $C$ but at each point in time only ...
83 views

### Mixing property of stationary Process, only finite dimensional marginal distributions needed??

Let $X=(X_t)_{t\in\mathbb{R}}$ be a stationary process, i.e. the shifted process $X^s=(X_t^s)_{t\in\mathbb{R}}=(X_{t+s})_{t\in\mathbb{R}}$ has the same distribution as $X=X^0$, and assume that $X$ has ...
146 views

18 views

### $\phi$-mixing rate and AR process

The general definition of the $\phi$-mixing coefficient is as follows: \begin{equation} \phi(\sigma_{1},\sigma_{2}) = \underset{B\in\sigma_{1},A\in\sigma_{2}}{\sup} P(A|B)-P(A) \end{equation} Then ...
32 views

### Estimating the interruption rate of a mixed poisson process.

For a regular Poisson process, we know that the inter-arrival distribution, $T$ is exponential with rate $\lambda$ and the number of events in any interval, $N(t)$ is Poisson with mean $\lambda t$ and ...
33 views

70 views