Prakasa Rao, B. L. S. (1990) On mixing for flows of σ -algebras Sankhya - Series A, 52 (1). pp. 1-15. ISSN 0581-572X
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Official URL: http://www.jstor.org/pss/25050768
Abstract
The notion of mixing is extended to flows of σ-algebras. Suppose a stochastic process is mixing in some sense. Conditions under which this process, observed at random times, inherits mixing property are discussed. Moment inequalities for mixing flows of σ-algebras are obtained. Applications to random fields are studied.
| Item Type: | Article |
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| Source: | Copyright of this article belongs to Indian Statistical Institute. |
| ID Code: | 37102 |
| Deposited On: | 26 Apr 2011 10:30 |
| Last Modified: | 26 Apr 2011 10:30 |
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