Independence

Suppose we have random variables $X_1,…,X_k$. We say $X_i$ and $X_j$ are independent if, for all possible values $v_i,v_j$, $$\mathrm{Pr}[X_i=v_i \mathrm{and} X_j=v_j]=\mathrm{Pr}[X_i=v_i]\cdot\mathrm{Pr}[X_j=v_j]$$

See Types of Independence

References:

1. https://www.mathcounterexamples.net/mean-independent-and-correlated-variables/