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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2020 Volume 495, Pages 209–236 (Mi znsl7005)

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.

UDC: 519.2

Received: 08.09.2020



© Steklov Math. Inst. of RAS, 2024