probabilistic dependence, statistical dependence
A dependence between random variables that is expressed by a change of the conditional distribution of any of the variables when the other variables are altered. There are many forms of stochastic dependence: if the random variables are not mutually independent, they have to a greater or lesser degree the property of stochastic dependence. One of the most common types of stochastic dependence is correlation dependence (see Correlation (in statistics); Regression). Of the concrete forms of stochastic dependence, the most studied is Markov dependence (see Markov chain; Markov process; Markov property).
Stochastic dependence. A.V. Prokhorov (originator), Encyclopedia of Mathematics. URL: http://www.encyclopediaofmath.org/index.php?title=Stochastic_dependence&oldid=18124