Skip to main content Accessibility help

We use cookies to distinguish you from other users and to provide you with a better experience on our websites. Close this message to accept cookies or find out how to manage your cookie settings.

Close cookie message
×
  1. Home
  2. Search

Refine search

Refine search

Access:
Content type:
Publication date:
Apply   From and To filters
Subject: Show more
Journals Show more
Publishers: Show more
Societies Show more
Series: Show more
Collections: Show more

Actions for selected content:

Select all | Deselect all
  • View selected items
  • Export citations
  • Download PDF (zip)
  • Save to Kindle
  • Save to Dropbox
  • Save to Google Drive

Save Search

You can save your searches here and later view and run them again in "My saved searches".

Please provide a title, maximum of 40 characters.
Cancel
×

1 results

  • Non-singularity and asymptotic independence

  • Peter Bloomfield
  • Journal:
    Journal of Applied Probability / Volume 23 / Issue A / 1986
    Published online by Cambridge University Press:
    14 July 2016, pp. 9-21
    Print publication:
    1986

  • A stationary stochastic process must satisfy various requirements to make it a realistic model for a phenomenon in the real world. Some of these requirements are quantitative, such as agreement of distribution or moments. Other, more qualitative requirements deal with the general behavior of the process. Two such requirements are non-singularity and asymptotic independence. Each will be discussed from a variety of points of view, and given precise definition in a succession of progressively stronger forms.