Remarks on asymptotic independence
Probability
2020-08-25 v3
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
Cite
@article{arxiv.1910.04243,
title = {Remarks on asymptotic independence},
author = {Youri Davydov and Svyatoslav Novikov},
journal= {arXiv preprint arXiv:1910.04243},
year = {2020}
}
Comments
20 pages