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Teoriya Veroyatnostei i ee Primeneniya, 2021, Volume 66, Issue 1, Pages 55–72
DOI: https://doi.org/10.4213/tvp5373 (Mi tvp5373) 		 
Remarks on asymptotic independence

Yu. A. Davydovab, S. Novikovc

a Saint Petersburg State University
b Université de Lille, Laboratoire Paul Painlevé, Lille, France
c Chebyshev Laboratory, St. Petersburg State University, Department of Mathematics and Mechanics
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DOI: https://doi.org/10.4213/tvp5373
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.
Keywords: asymptotic independence, weak dependence.
Funding agency Grant number
Gazprom Neft
This work was partially supported by “Native towns,” a social investment program of PJSC “Gazprom Neft.”
Received: 24.10.2019
Revised: 04.08.2020
Accepted: 04.08.2020
English version:
Theory of Probability and its Applications, 2021, Volume 66, Issue 1, Pages 44–57
DOI: https://doi.org/10.1137/S0040585X97T990241
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: Yu. A. Davydov, S. Novikov, “Remarks on asymptotic independence”, Teor. Veroyatnost. i Primenen., 66:1 (2021), 55–72; Theory Probab. Appl., 66:1 (2021), 44–57
Citation in format AMSBIB
\Bibitem{DavNov21}
\by Yu.~A.~Davydov, S.~Novikov
\paper Remarks on asymptotic independence
\jour Teor. Veroyatnost. i Primenen.
\yr 2021
\vol 66
\issue 1
\pages 55--72
\mathnet{http://mi.mathnet.ru/tvp5373}
\crossref{https://doi.org/10.4213/tvp5373}
\transl
\jour Theory Probab. Appl.
\yr 2021
\vol 66
\issue 1
\pages 44--57
\crossref{https://doi.org/10.1137/S0040585X97T990241}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85129741071}
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  • https://www.mathnet.ru/eng/tvp/v66/i1/p55
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    		Теория вероятностей и ее применения Theory of Probability and its Applications
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