Abstract
The different notions of mixing are related to underlying measures of dependence between σ-fields. More precisely let (Ω, A, ℙ) be a probability space and U, V be two sub a-algebras of A, various measures of dependence between U and V have been defined
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(1)
$$\alpha (U,V) = Sup\{ |\mathbb{P}(U)\mathbb{P}(V) - \mathbb{P}(U \cap V)|;U \in U,V \in V$$
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© 1994 Springer-Verlag New York, Inc.
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Doukhan, P. (1994). Dependence of σ-fields. In: Mixing. Lecture Notes in Statistics, vol 85. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-2642-0_1
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DOI: https://doi.org/10.1007/978-1-4612-2642-0_1
Publisher Name: Springer, New York, NY
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