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arXiv · 1403.4895

On Mixing Properties of Reversible Markov Chains

Richard C. Bradley
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Abstract

It is well known that for a strictly stationary, reversible, Harris recurrent Markov chain, the $ρ$-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 $ρ$-mixing condition fails to be equivalent to those conditions.

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Richard C. Bradley. 2014-03-19. On Mixing Properties of Reversible Markov Chains. https://arxiv.org/abs/1403.4895

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