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Mixing

Properties and Examples

  • Book
  • © 1994

Overview

Authors:
  1. Paul Doukhan

    1. Department of Economy, University of Cergy-Pontoise, Cergy-Pontoise, France

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Part of the book series: Lecture Notes in Statistics (LNS, volume 85)

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Table of contents (10 chapters)

  1. Front Matter

    Pages n1-xii
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  2. General properties

    1. Front Matter

      Pages 1-1
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    2. Dependence of σ-fields

      • Paul Doukhan
      Pages 3-5

    3. Basic tools

      • Paul Doukhan
      Pages 7-13

    4. Mixing

      • Paul Doukhan
      Pages 15-23

    5. Tools

      • Paul Doukhan
      Pages 25-44

    6. Central limit theorems

      • Paul Doukhan
      Pages 45-53

  3. Examples

    1. Front Matter

      Pages 55-55
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    2. Gaussian random fields

      • Paul Doukhan
      Pages 57-62

    3. Gibbs fields

      • Paul Doukhan
      Pages 63-73

    4. Linear fields

      • Paul Doukhan
      Pages 75-86

    5. Markov processes

      • Paul Doukhan
      Pages 87-109

    6. Continuous time processes

      • Paul Doukhan
      Pages 111-123

  4. Back Matter

    Pages 125-n2
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Keywords

About this book

Mixing is concerned with the analysis of dependence between sigma-fields defined on the same underlying probability space. It provides an important tool of analysis for random fields, Markov processes, central limit theorems as well as being a topic of current research interest in its own right. The aim of this monograph is to provide a study of applications of dependence in probability and statistics. It is divided in two parts, the first covering the definitions and probabilistic properties of mixing theory. The second part describes mixing properties of classical processes and random fields as well as providing a detailed study of linear and Gaussian fields. Consequently, this book will provide statisticians dealing with problems involving weak dependence properties with a powerful tool.

Authors and Affiliations

  • Department of Economy, University of Cergy-Pontoise, Cergy-Pontoise, France

    Paul Doukhan

Bibliographic Information

  • Book Title: Mixing

  • Book Subtitle: Properties and Examples

  • Authors: Paul Doukhan

  • Series Title: Lecture Notes in Statistics

  • DOI: https://doi.org/10.1007/978-1-4612-2642-0

  • Publisher: Springer New York, NY

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag New York, Inc. 1994

  • Softcover ISBN: 978-0-387-94214-8Published: 11 March 1994

  • eBook ISBN: 978-1-4612-2642-0Published: 06 December 2012

  • Series ISSN: 0930-0325

  • Series E-ISSN: 2197-7186

  • Edition Number: 1

  • Number of Pages: XII, 142

  • Number of Illustrations: 5 b/w illustrations

  • Topics: Applications of Mathematics

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