On mixtures of copulas and mixing coefficients

الأصل · EN

We show that if the density of the absolutely continuous part of a copula is bounded away from zero on a set of Lebesgue measure 1, then that copula generates lower ψ-mixingstationary Markov chains. This conclusion implies ϕ-mixing, ρ-mixing, β-mixing and interlaced ρ-mixing. We also provide some new results on the mixing structure of Markov chains generated by mixtures of copulas.