Decoupling (probability)

In probability and statistics, decoupling is a reduction of a sample statistic to an average of the statistic evaluated on several independent sequences of the random variable. This sum, conditioned on all but one of the independent sequences, becomes a sum of independent random variables. Decoupling is used in the study of U statistics, where decoupling should not be confused with Hoeffding's decomposition, however.[1] (Such "decoupling" is unrelated to the use of "couplings" in the study of stochastic processes.)

For other uses, see Decoupling (disambiguation).

References
  1. Victor H. de la Peña and Evariste Giné (1999). Decoupling: From Dependence to Independence. Springer Verlag. ISBN 978-0-387-98616-6.


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