Statistic and Probability Letters
(Science Direct)
•21 Nov 2020
Statistical causality and separable processes
Valjarević, Dragana • Petrović, Ljiljana
Abstract
In this paper we consider the statistical concept for continuous-time stochastic processes,
which is based on Granger’s definition of causality. We, also, show that separability
is directly related to causality concepts. More precisely, we provide necessary
conditions, in terms of statistical causality, for the space Lp(Ω, G∞, P) to be separable.
The concept of statistical causality is related to the notion separability of stochastic
processes, too.
Abstract
In this paper we consider the statistical concept for continuous-time stochastic processes, which is based on Granger’s definition of causality. We, also, show that separability is directly related to causality concepts. More precisely, we provide necessary conditions, in terms of statistical causality, for the space Lp(Ω, G∞, P) to be separable. The concept of statistical causality is related to the notion separability of stochastic processes, too.