A Spectral Boundary for Independence Learnability

원문 초록

Learning independence is fundamental to statistical inference and machine learning, yet learning independence between entire time series by a test remains challenging when only a single observation record is available. Existing guarantees often rely on structural or mixing assumptions, while stationarity and ergodicity alone do not permit consistent testing. In this work, we identify a class-level boundary governed by shared nontrivial Koopman eigenvalues, which represent common persistent oscillatory frequencies of the two processes. When no such eigenvalues are shared, we extend shift-based rank calibration with finite-window dependence witnesses and a data-adaptive threshold to construct a deterministic, weakly consistent test with finite-sample false-positive control, without quantitative mixing assumptions. Conversely, we show that no possibly randomized test can achieve vanishing false-positive probabilities under every independent jointly totally ergodic law while consistently detecting every dependent jointly totally ergodic law with a shared nontrivial eigenvalue. This impossibility already holds when the shared point spectrum is exactly the cyclic group generated by any single prescribed irrational eigenfrequency, identifying a spectral obstruction to universal learning of full-process independence.