A note on two measures of dependence and mixing sequences

DOI10.2307/1426446zbMath0508.60033OpenAlexW2084488835MaRDI QIDQ4746582

Magda Peligrad

Publication date: 1983

Published in: Unnamed Author (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)

Related Items (9)

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

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