Some mixing properties of conditionally independent processes.

Authors

KACEM Manel
LOISEL Stephane
MAUME DESCHAMPS Veronique

Publication date

2016

Publication type

Journal Article

Summary In this paper we consider conditionally independent processes with respect to some dynamic factor. We derive some mixing properties for random processes when conditioning is given with respect to unbounded memory of the factor. Our work is motivated by some real examples related to risk theory.

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Topics of the publication

Mixing properties
Risk processes
Conditional independence
...

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