This paper explores the impact of perturbations of copulas on the dependence properties of the Markov chains they generate. We consider Markov chains generated by perturbed copulas. Results are provided for the mixing coefficients $\beta_n$, $\psi_n$ and $\phi_n$. Several results are provided on mixing for the considered perturbations. New copula functions are provided in connection with perturbations of variables that induce other types of perturbation of copulas not considered in the literature.
翻译:本文探讨了椰干扰动对其产生的马可夫链的依附性的影响。我们考虑了被扰动的椰干生成的马可夫链,提供了混合系数$\beta_n$、$\psi_n$和$\phi_n$的结果。为被考虑的扰动的混合提供了若干结果。提供了新的椰干功能,与可导致文献中未考虑的椰干其他类型被扰动的变量的扰动有关。