Dependence
A number of probabilistic approaches to the concept of dependence in stochastic sequences are contrasted. The fundamental idea is a shift transformation. Invariant and remote events and the idea of ergodicity are introduced and the ergodic theorem is proved. The final sections introduce the contrasting idea of dependence on sub-σ-fields with the notions of regularity and strong and uniform mixing defined among other variants.
Keyword(s):
Keyword(s):
2021 ◽
Vol 48
(4)
◽
pp. 45-48
Keyword(s):