{"paper":{"title":"Remarks on the speed of convergence of mixing coefficients and applications","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.ST","stat.TH"],"primary_cat":"math.PR","authors_text":"Martial Longla","submitted_at":"2012-10-21T01:24:31Z","abstract_excerpt":"In this paper, we study dependence coefficients for copula-based Markov chains. We provide new tools to check the convergence rates of mixing coefficients of copula-based Markov chains. We study Markov chains generated by the Metropolis-hastings algorithm and give conditions on the proposal that ensure exponential $\\rho$-mixing, $\\beta$-mixing and $\\phi$-mixing. A general necessary condition on symmetric copulas to generate exponential $\\rho$-mixing or $\\phi$-mixing is given. At the end of the paper, we comment and improve some of our previous results on mixtures of copulas."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1210.5673","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}