New results on asymptotic independence of random elements
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 29, Tome 495 (2020), pp. 209-236
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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.
@article{ZNSL_2020_495_a12,
author = {S. M. Novikov},
title = {New results on asymptotic independence of random elements},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {209--236},
publisher = {mathdoc},
volume = {495},
year = {2020},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2020_495_a12/}
}
S. M. Novikov. New results on asymptotic independence of random elements. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 29, Tome 495 (2020), pp. 209-236. http://geodesic.mathdoc.fr/item/ZNSL_2020_495_a12/