Title: Distance covariance for stochastic processes,
Abstract: The distance covariance of two random vectors is a measure of their
dependence. The empirical distance covariance and correlation can be used as
statistical tools for testing whether two random vectors are independent. We
propose an analogs of the distance covariance for two stochastic processes
defined on some interval. Their empirical analogs can be used to test the
independence of two processes.