Abstract. In a largely overlooked paper of Murray Rosenblatt from more than thirty years ago, it was shown that if a strictly stationary Markov chain satisfies ``uniform ergodicity" as well as mixing (in the ergodic-theoretic sense), then it satisfies the (Rosenblatt) strong mixing condition. In this note, a strengthened version of that theorem will be presented. As a by-product, a couple of other, somewhat hidden, insights in that paper of Rosenblatt will be brought into sharper focus.
AMS Subject Classification
(1991): 60G10, 60J05
Keyword(s):
strong mixing,
uniform ergodicity,
Markov chain
Received July 30, 2008. (Registered under 6078/2009.)
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