Asymmetric separation for local independence graphs

Understand

Directed possibly cyclic graphs have been proposed by Didelez (2000) and Nodelmann et al.

• (2002) in order to represent the dynamic dependencies among stochastic processes.
• These dependencies are based on a generalization of Granger-causality to continuous time, first developed by Schweder (1970) for Markov processes, who called them local dependencies.
• They deserve special attention as they are asymmetric unlike stochastic (in)dependence.