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 -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 -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