Abstract
A strictly stationary, countable-state Markov chain is constructed which is ρ-mixing (with arbitrarily fast mixing rate) but fails to be ρ*-mixing (“interlacedρ-mixing”).
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Bradley, R.C. A Stationary Rho-Mixing Markov Chain Which Is Not “Interlaced” Rho-Mixing. Journal of Theoretical Probability 14, 717–727 (2001). https://doi.org/10.1023/A:1017545123473
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DOI: https://doi.org/10.1023/A:1017545123473