A note on physical dependence and mixing conditions for triangular arrays

Statistics & Probability Letters, vol. 234, pp. 110706

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.

Authors 1

1. Florian Heinrichs corresponding Aachen Department of Medical Engineering and Technomathematics

   FH Aachen

   Affiliation as printed

   Department of Medical Engineering and Technomathematics, FH Aachen - University of Applied Sciences, Heinrich-Mußmann-Straße 1, Jülich, 52428, Germany