A pairwise independent stationary stochastic process

DOI10.1016/0167-7152(85)90017-3zbMath0569.60041OpenAlexW2060678928MaRDI QIDQ1060770

James M. Womack, James B. Robertson

Publication date: 1985

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(85)90017-3

zbMATH Keywords

ergodicweakly mixingpairwise independent strictly stationary stochastic processes

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Measure-preserving transformations (28D05)

Related Items (7)

On the asymptotic behavior of sums of pairwise independent random variables ⋮ Strong law of large numbers for 2-exchangeable random variables ⋮ An ergodic Markov chain is not determined by its two-dimensional marginal laws ⋮ An ergodic Markov chain is not determined by any \(p\)-marginals ⋮ On tail triviality of negatively dependent stochastic processes ⋮ On independent and stationary subsystems of the Walsh system and periodic multiplicative systems ⋮ A characterization of joint distribution of two-valued random variables and its applications

Cites Work

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• Pairwise independent random variables
• On a set of almost deterministic k-independent random variables
• A spectral representation of the states of a measure preserving transformation
• Pairwise Statistical Independence
• Nth Order Markov Chains with Every N Variables Independent
• The mixing properties of certain processes related to Markov chains

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