Mixing properties of harris chains and autoregressive processes
Krishna Balasundaram Athreya, Sastry G. Pantula · Journal of Applied Probability · 1986
Let {Yn:n≧ 1} be a Harris-recurrent Markov chain on a general state space. It is shown that {Yn} is strong mixing, provided there exists a stationary probability distributionπ(·) for {Yn}. Necessary and sufficient conditions for an autoregressive process to be uniform mixing are given.