Weak ergodicity of stationary pairwise independent processes

Citation
D. Landers et L. Rogge, Weak ergodicity of stationary pairwise independent processes, P AM MATH S, 128(4), 2000, pp. 1203-1206
Citations number
9
Categorie Soggetti
Mathematics
Journal title
PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY
ISSN journal
00029939 → ACNP
Volume
128
Issue
4
Year of publication
2000
Pages
1203 - 1206
Database
ISI
SICI code
0002-9939(2000)128:4<1203:WEOSPI>2.0.ZU;2-M
Abstract
It is proven that a stationary process of pairwise independent random varia bles with values in a separable metric space is weakly ergodic, i.e. each r andom variable is independent of the system of invariant sets of the proces s. An example shows that a process of identically distributed pairwise inde pendent random variables is in general, however, not weakly ergodic.