Definition of Mixing: In the context of stochastic processes, events A and B (that is, subsets of possible outcomes of the process) "are mixing" if they are asymptotically independent in the following way.

Let L be a lag operator that moves all time subscripts back by one (e.g. replacing t by t-1). Iff A and B are mixing, then taking the limit as h goes to infinity:

lim Pr(A intersected with L^hB) = Pr(A)Pr(B).

The event L^h is the event B, but h periods ago; it's NOT some kind of stochastic ancestor of B.

If two events are independent, they are mixing.

If two events are mixing, they are ergodic. (Econterms)

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