×

zbMATH — the first resource for mathematics

Basic properties of strong mixing conditions. (English) Zbl 0603.60034
Dependence in probability and statistics, Conf. Oberwolfach 1985, Prog. Probab. Stat. 11, 165-192 (1986).
[For the entire collection see Zbl 0591.00012.]
This is a survey of the basic properties of strong mixing conditions for sequences of random variables. The focus is on the ”structural” properties of these conditions, and not at all on limit theory.
The survey is divided into eight sections: Measures of dependence, five strong mixing conditions, mixing conditions for two or more sequences, mixing conditions for Markov chains, mixing conditions for Gaussian sequences, some other special examples, the behavior of the dependence coefficients, and approximation of mixing sequences by other random sequences.

MSC:
60G10 Stationary stochastic processes