Dependence
James West Davidson · Oxford University Press eBooks · 1994
A number of probabilistic approaches to the concept of dependence in stochastic sequences are contrasted. The fundamental idea is a shift transformation. The notions of stationarity and (serial) independence are defined, with examples. Next, invariant events and the idea of ergodicity enter, and the ergodic theorem is proved. The final sections deal with the notions of regularity and mixing.