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The almost equivalence of pairwise and mutual independence and the duality with exchangeability
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  • Published: November 1998

The almost equivalence of pairwise and mutual independence and the duality with exchangeability

  • Yeneng Sun1 

Probability Theory and Related Fields volume 112, pages 425–456 (1998)Cite this article

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Abstract.

For a large collection of random variables in an ideal setting, pairwise independence is shown to be almost equivalent to mutual independence. An asymptotic interpretation of this fact shows the equivalence of asymptotic pairwise independence and asymptotic mutual independence for a triangular array (or a sequence) of random variables. Similar equivalence is also presented for uncorrelatedness and orthogonality as well as for the constancy of joint moment functions and exchangeability. General unification of multiplicative properties for random variables are obtained. The duality between independence and exchangeability is established through the random variables and sample functions in a process. Implications in other areas are also discussed, which include a justification for the use of mutually independent random variables derived from sequential draws where the underlying population only satisfies a version of weak dependence. Macroscopic stability of some mass phenomena in economics is also characterized via almost mutual independence. It is also pointed out that the unit interval can be used to index random variables in the ideal setting, provided that it is endowed together with some sample space a suitable larger measure structure.

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Authors and Affiliations

  1. Department of Mathematics, National University of Singapore, Singapore 119260. e-mail: matsuny@math.nus.edu.sg, , , , , , SG

    Yeneng Sun

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  1. Yeneng Sun
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Received: 16 April 1997 / Revised version: 18 May 1998

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Sun, Y. The almost equivalence of pairwise and mutual independence and the duality with exchangeability. Probab Theory Relat Fields 112, 425–456 (1998). https://doi.org/10.1007/s004400050196

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  • Issue Date: November 1998

  • DOI: https://doi.org/10.1007/s004400050196

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  • Mathematics Subject Classification (1991): Primary: 60G05
  • 60G09; Secondary: 28E05
  • 60G07
  • 90A46.
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