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Short Communications

An Example of a Process with Mixing

Yu. K. Belyaev

Moscow

Abstract: An example is given of a stochastic process $\xi(t)$ with a continuous parameter and mixing, whose range consists of two states; the integral $\zeta(p)=\int_0^p\xi(t)\,dt$ does not have о an increase in variance.

Received: 21.06.1960

 English version: Theory of Probability and its Applications, 1961, 6:1, 93–94