@article{wensBrownianForgeryStatistical2018,
  title = {Brownian Forgery of Statistical Dependences},
  author = {Wens, Vincent},
  date = {2018-06},
  journaltitle = {Frontiers in Applied Mathematics and Statistics},
  volume = {4},
  pages = {19+},
  issn = {2297-4687},
  doi = {10.3389/fams.2018.00019},
  url = {https://doi.org/10.3389/fams.2018.00019},
  abstract = {The balance held by Brownian motion between temporal regularity and randomness is embodied in a remarkable way by Levy's forgery of continuous functions. Here we describe how this property can be extended to forge arbitrary dependences between two statistical systems, and then establish a new Brownian independence test based on fluctuating random paths. We also argue that this result allows revisiting the theory of Brownian covariance from a physical perspective and opens the possibility of engineering nonlinear correlation measures from more general functional integrals.},
  keywords = {*imported-from-citeulike-INRMM,~INRMM-MiD:c-14686033,bias-correction,distance-correlation,mathematical-reasoning,nonlinear-correlation,statistics,unexpected-effect}
}

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