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On Mixing Properties of Reversible Markov Chains

Probability 2014-03-20 v1

Abstract

It is well known that for a strictly stationary, reversible, Harris recurrent Markov chain, the ρ\rho-mixing condition is equivalent to geometric ergodicity and to a "spectral gap" condition. In this note, it will be shown with an example that for that class of Markov chains, the "interlaced" variant of the ρ\rho-mixing condition fails to be equivalent to those conditions.

Keywords

Cite

@article{arxiv.1403.4895,
  title  = {On Mixing Properties of Reversible Markov Chains},
  author = {Richard C. Bradley},
  journal= {arXiv preprint arXiv:1403.4895},
  year   = {2014}
}

Comments

17 pages, no figures