{
  "id": "1403.4895",
  "version": "v1",
  "published": "2014-03-19T17:50:51.000Z",
  "updated": "2014-03-19T17:50:51.000Z",
  "title": "On Mixing Properties of Reversible Markov Chains",
  "authors": [
    "Richard C. Bradley"
  ],
  "comment": "17 pages, no figures",
  "categories": [
    "math.PR"
  ],
  "abstract": "It is well known that for a strictly stationary, reversible, Harris recurrent Markov chain, the $\\rho$-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 $\\rho$-mixing condition fails to be equivalent to those conditions.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2014-03-19T17:50:51.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60G10",
      "60J05",
      "60J10"
    ],
    "keywords": [
      "reversible markov chains",
      "mixing properties",
      "harris recurrent markov chain",
      "geometric ergodicity",
      "spectral gap"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 17,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2014arXiv1403.4895B"
    }
  }
}