On mixtures of copulas and mixing coefficients.

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 -mixing” stationary 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. [ABSTRACT FROM AUTHOR]