Weak ergodicity of stationary pairwise independent processes
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- by D. Landers and L. Rogge PDF
- Proc. Amer. Math. Soc. 128 (2000), 1203-1206 Request permission
Abstract:
It is proven that a stationary process of pairwise independent random variables with values in a separable metric space is weakly ergodic, i.e. each random variable is independent of the system of invariant sets of the process. An example shows that a process of identically distributed pairwise independent random variables is in general, however, not weakly ergodic.References
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Additional Information
- D. Landers
- Affiliation: Mathematisches Institut der Universität zu Köln, Weyertal 86, D–50931 Köln, Germany
- Email: landers@mi.uni-koeln.de
- L. Rogge
- Affiliation: Fachbereich Mathematik der Gerhard-Mercator-Universität ghs Duisburg, Lotharstr. 65, D–47048 Duisburg, Germany
- Email: rogge@math.uni-duisburg.de
- Received by editor(s): May 19, 1998
- Published electronically: July 28, 1999
- Communicated by: James Glimm
- © Copyright 2000 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 128 (2000), 1203-1206
- MSC (1991): Primary 60G10; Secondary 60F20
- DOI: https://doi.org/10.1090/S0002-9939-99-05249-1
- MathSciNet review: 1654085