Remarks on asymptotic independence

DOI10.1137/S0040585X97T990241MaRDI QIDQ3389446zbMATH OpenOpenAlexFDO

Authors Yu. Davydov, S. M. Novikov

Publication date 10 May 2021

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

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

zbMATH Keywords

weak dependenceasymptotic independence

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Axioms; other general questions in probability (60A05)

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.

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Cites work

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Cited in

(7)

• On ``Asymptotic independence \dots by V. M. Gertsik
• scientific article; zbMATH DE number 3938166 (Why is no real title available?)
• Remarks on external elements in independence spaces
• scientific article; zbMATH DE number 15791 (Why is no real title available?)
• Asymptotic independence for unimodal densities
• Asymptotic independence and strong approximation. A survey
• New results on asymptotic independence of random elements

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