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Date
2016
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Périmètre
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- handle: 10670/1.ekcbj5
- hal: hal-00670649
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info:eu-repo/semantics/OpenAccess
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Manel Kacem et al., « Some mixing properties of conditionally independent processes », HAL-SHS : économie et finance, ID : 10670/1.ekcbj5
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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.