On the maximal correlation of some stochastic processes

DOI10.1214/25-AAP2293MaRDI QIDQ7304660zbMATH OpenFDO

Authors Yinshan Chang, Qinwei Chen

Publication date 28 July 2026

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/journals/annals-of-applied-probability/volume-36/issue-3/On-the-maximal-correlation-of-some-stochastic-processes/10.1214/25-AAP2293.full

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Measures of association (correlation, canonical correlation, etc.) (62H20) Analysis of variance and covariance (ANOVA) (62J10)

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