Bücher von Paul Doukhan

Mixing is concerned with the analysis of dependence between sigma-fields defined on the same underlying probability space. The second part describes mixing properties of classical processes and random fields as well as providing a detailed study of linear and Gaussian fields.

This book develops Doukhan/Louhichi's 1999 idea to measure asymptotic independence of a random process. The authors, who helped develop this theory, propose examples of models fitting such conditions: stable Markov chains, dynamical systems or more complicated models, nonlinear, non-Markovian, and heteroskedastic models with infinite memory.