REMARKS ON ASYMPTOTIC INDEPENDENCE

被引：0

作者：

Davydov, Y. A. ^{[1
,2
]}

Novikov, S. M. ^{[3
]}

机构：

[1] St Petersburg State Univ, Dept Math & Comp Sci, St Petersburg, Russia

[2] Univ Lille, Lab Paul Painleve, Lille, France

[3] St Petersburg State Univ, Chebyshev Lab, Dept Math & Comp Sci, St Petersburg, Russia

来源：

THEORY OF PROBABILITY AND ITS APPLICATIONS | 2021年 / 66卷 / 01期

关键词：

asymptotic independence; weak dependence;

D O I：

10.1137/S0040585X97T990241

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：44 / 57

页数：14

共 50 条

[1] REMARKS ON GENERALIZED ANALYTIC INDEPENDENCE
VALLA, G
MATHEMATICAL PROCEEDINGS OF THE CAMBRIDGE PHILOSOPHICAL SOCIETY, 1979, 85 (MAR) : 281 - 289
[2] On the asymptotic independence of Dirichlet series
Laurinčikas A.
Lithuanian Mathematical Journal, 1999, 39 (1) : 51 - 57
[3] ASYMPTOTIC INDEPENDENCE FOR UNIMODAL DENSITIES
Balkema, Guus
Nolde, Natalia
ADVANCES IN APPLIED PROBABILITY, 2010, 42 (02) : 411 - 432
[4] On asymptotic independence of partial sums
Csáki, E
Földes, A
ASYMPTOTIC METHODS IN PROBABILITY AND STATISTICS: A VOLUME IN HONOUR OF MIKLOS CSORGO, 1998, : 373 - 381
[5] ASYMPTOTIC INDEPENDENCE OF SEQUENCES OF INTEGERS
NATHANSO.MB
NOTICES OF THE AMERICAN MATHEMATICAL SOCIETY, 1974, 21 (04): : A453 - A454
[6] Asymptotic Independence and Additive Functionals
Endre Csáki
Antónia Földes
Journal of Theoretical Probability, 2000, 13 : 1123 - 1144
[7] Asymptotic distributions and statistical independence
Hartman, P
van Kampen, ER
Wintner, A
AMERICAN JOURNAL OF MATHEMATICS, 1939, 61 : 477 - 486
[8] Asymptotic independence and additive functionals
Csáki, E
Földes, A
JOURNAL OF THEORETICAL PROBABILITY, 2000, 13 (04) : 1123 - 1144
[9] On "Asymptotic Independence ... " by VM Gertsik
Pirogov, S. A.
Petrova, E. N.
MARKOV PROCESSES AND RELATED FIELDS, 2014, 20 (02) : 381 - 384
[10] Definition of Asymptotic Traffic Independence
Male, Camille
MEMOIRS OF THE AMERICAN MATHEMATICAL SOCIETY, 2020, 267 (1300) : 19 - 37

← 1 2 3 4 5 →