Remarks on asymptotic independence

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Publication:3389446

DOI10.1137/S0040585X97T990241zbMATH Open1469.60009arXiv1910.04243OpenAlexW3158086045MaRDI QIDQ3389446FDOQ3389446


Authors: Yu. Davydov, S. M. Novikov Edit this on Wikidata


Publication date: 10 May 2021

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Abstract: In this paper we introduce several natural definitions of asymptotic independence of two sequences of random elements. We discuss their basic properties, some simple connections between them and connections with properties of weak dependence. In particular, the case of tight sequences is considered in detail. Finally, in order to clarify the relationships between different definitions, we provide some counterexamples.


Full work available at URL: https://arxiv.org/abs/1910.04243




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