arXiv · 2602.04250
A Note on Physical Dependence and Mixing Conditions for Triangular Arrays
Abstract
Under mild structural assumptions and regularity conditions on the marginal and conditional densities, an explicit bound on the $\beta$-mixing coefficients in terms of the physical dependence measure is provided. Consequently, weak physical dependence implies $\beta$-mixing and strong mixing for triangular arrays, complementing Hill (2025), who proved the converse implication under moment assumptions.
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Florian Heinrichs. 2026-02-04. A Note on Physical Dependence and Mixing Conditions for Triangular Arrays. https://arxiv.org/abs/2602.04250
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