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 $β$-mixing coefficients in terms of the physical dependence measure is provided. Consequently, weak physical dependence implies $β$-mixing and strong mixing for triangular arrays, complementing Hill (2025), who proved the converse implication under moment assumptions.
Fields of Study & Subjects
Probability and Statistical Research
Mathematical Dynamics and Fractals
Markov Chains and Monte Carlo Methods
Publication details
- Journal / source
- arXiv (Cornell University)
- Publication date
- 4 February 2026
- Document type
- Preprint