Remarks on asymptotic independence

2019/10/09 by Davydov, Youri, Novikov, Svyatoslav · 4 citations
#60B99 #60G97 #FOS: Mathematics #Primary 60F99 #Probability (math.PR) #secondary 60B10

paper · doi:10.48550/arxiv.1910.04243

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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