Weakly Dependent Random Variables

(Stochastic Processe)


Stochastic Processe
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What is Weakly dependent random variables?

In probability, weak dependence of random variables is a generalization of independence that is weaker than the concept of a martingale. A (time) sequence of random variables is weakly dependent if distinct portions of the sequence have a covariance that asymptotically decreases to 0 as the blocks are further separated in time. Weak dependence primarily appears as a technical condition in various probabilistic limit theorems.

Technology Types

stochastic processe

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