A note on two measures of dependence and mixing sequences

DOI10.2307/1426446zbMATH Open0508.60033OpenAlexW2084488835MaRDI QIDQ4746582FDOQ4746582

Authors: Magda Peligrad 

Publication date: 1983

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1426446

zbMATH Keywords

invariance principlemaximal coefficient of correlation

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Functional limit theorems; invariance principles (60F17)

Cited In (9)

• Conditional convergence to infinitely divisible distributions with finite variance
• An improved rate for non-negative definite consistent covariance matrix estimation with heterogeneous dependent data
• WEAK CONVERGENCE TO LÉVY STABLE PROCESSES IN DYNAMICAL SYSTEMS
• Covariance inequalities
• Necessary and sufficient conditions for the conditional central limit theorem
• Moment inequalities for mixing sequences of random variables
• Identical mixing rates
• Multilinear forms and measures of dependence between random variables
• Exponential inequalities and functional central limit theorems for random fields

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