Asymptotic independence and limit theorems for positively and negatively dependent random variables

Abstract

For random variables which are associated or which exhibit certain related types of positive and negative dependence, the independence structure is largely determined by the covariance structure. We survey results of this sort with particular emphasis on limit theorems for partial sums of stationary sequences.

Identifiers

DOI

10.1214/lnms/1215465639

Citations and references