Some conditional results for conditionally strong mixing sequences of random variables (Q365815)

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Some conditional results for conditionally strong mixing sequences of random variables
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    Some conditional results for conditionally strong mixing sequences of random variables (English)
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    9 September 2013
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    The notion of conditional strong mixing for a sequence of random variables was introduced by the reviewer [Ann. Inst. Stat. Math. 61, No. 2, 441--460 (2009; Zbl 1314.60054)]. The authors study the relation between strong mixing and conditionally strong mixing properties and derive some properties of conditionally strong mixing sequences of random variables. They obtain conditional covariance inequalities and a conditional central limit theorem for such sequences under some conditions.
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    strong mixing
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    conditionally strong mixing
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    conditional covariance inequality
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    conditional independence
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    conditional stationarity
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    conditional central limit theorem
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