: strong mixing is dominated by uniform mixing
ProvedMarkovChainCLT.alphaMixingCoef_le_phiMixingCoefFor a strictly stationary or arbitrary sequence of random variables on a probability space, the strong (α-) mixing coefficient is dominated by the uniform (φ-) mixing coefficient at every lag:
Recall the two definitions. Writing and ,
The comparison is immediate from the identity together with ; the case , which is excluded from the definition of , contributes the value and is covered by the nonnegativity of (its defining set contains , taking ). Since both coefficients are defined as suprema, the argument also uses that the set defining is bounded above by , so that each of its elements is at most .
This is the elementary end of the standard chain of comparisons between mixing coefficients, , and it lets a uniform-mixing hypothesis be fed into any result stated for strongly mixing sequences.
import Definitions.Def_MixingCoefficients open MeasureTheory ProbabilityTheory MarkovChainCLT open scoped ProbabilityTheory
theorem MarkovChainCLT.alphaMixingCoef_le_phiMixingCoef
{Ω E : Type*} [MeasurableSpace Ω] [MeasurableSpace E]
(P : Measure Ω) [IsProbabilityMeasure P] (Y : ℕ → Ω → E) (n : ℕ) :
alphaMixingCoef P Y n ≤ phiMixingCoef P Y n := by sorry