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Zapiski Nauchnykh Seminarov POMI, 2020, Volume 495, Pages 209–236
(Mi znsl7005)
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New results on asymptotic independence of random elements
S. M. Novikov Saint Petersburg State University
Abstract:
In this paper we continue the study of asymptotic independence of random elements, which was started in [9]. In the first part we prove some new general facts about asymptotic independence. In the second part we consider the case when the random elements belong to the space of sequences and the case when the joint distributions are Gaussian.
Key words and phrases:
asymptotic independence, weak dependence.
Received: 08.09.2020
Citation:
S. M. Novikov, “New results on asymptotic independence of random elements”, Probability and statistics. Part 29, Zap. Nauchn. Sem. POMI, 495, POMI, St. Petersburg, 2020, 209–236
Linking options:
https://www.mathnet.ru/eng/znsl7005 https://www.mathnet.ru/eng/znsl/v495/p209
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Statistics & downloads: |
Abstract page: | 130 | Full-text PDF : | 38 | References: | 30 |
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