2016
DOI: 10.1080/03610926.2013.851235
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Some mixing properties of conditionally independent processes

Abstract: Abstract. In this paper we consider conditionally independent processes with respect to some dynamic factor. More precisely, we assume that for all i ∈ N, the random variables X1, . . . , Xi are conditionally independent with respect to vector V i = (V1, . . . , Vi). We study the mixing properties of the Xi's when conditioning is given with respect to unbounded memory of the factor. Our work is motivated by some real examples related to risk theory.Acknowledgments.

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Cited by 3 publications
(3 citation statements)
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“…In probability theory, there are already multiple notions of conditional mixing; compare for instance [PR09] (where it refers to conditional α-mixing) and [KLMD16], among others.…”
Section: A Note On the Terminologymentioning
confidence: 99%
“…In probability theory, there are already multiple notions of conditional mixing; compare for instance [PR09] (where it refers to conditional α-mixing) and [KLMD16], among others.…”
Section: A Note On the Terminologymentioning
confidence: 99%
“…Indeed, in probability theory, there are already multiple notions of conditional mixing; compare for instance [11] (where it refers to conditional α-mixing) and [5], among others.…”
Section: A Note On the Terminologymentioning
confidence: 99%
“…The regularity of such observables depends on the direction. We refer the reader to the monography by H. Triebel for additional information [15, Chapters 5-6] 5 .…”
Section: Speed Of Mixingmentioning
confidence: 99%